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Global constrained nonlinear optimisation with interval methods | David P. Sanders | JuliaCon2021
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This talk was given as part of JuliaCon2021.
Abstract:
We will present recent work in progress on guaranteed methods for inequality-constrained global nonlinear optimization in Julia. Using methods based on interval arithmetic allows us to guarantee (prove) that we return the true global minimum and minimizers for inequality-constrained optimization problems in low dimensions.
00:00 Welcome!
00:10 Help us add time stamps for this video! See the description for details.
Abstract:
We will present recent work in progress on guaranteed methods for inequality-constrained global nonlinear optimization in Julia. Using methods based on interval arithmetic allows us to guarantee (prove) that we return the true global minimum and minimizers for inequality-constrained optimization problems in low dimensions.
00:00 Welcome!
00:10 Help us add time stamps for this video! See the description for details.