Publication: Global optimisation using automatic differentiation and interval arithmetic
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Global optimisation using automatic differentiation and interval arithmetic

- Technical report -
 

Author(s)
Louis B. Rall

Institution
Mathematics Research Center, University of Wisconsin - Madison

Year
1985

Abstract
Using differentiation arithmetic, algorithms are presented for finding one or all of the critical points of a twice differentiable function. These methods use interval iterations in the given (rectangular) region. Guaranteed bounds are also given for all of the quantities of interest. The n-dimensional Rosenbrock function is used as the test problem.

BibTeX
@TECHREPORT{
         Rall1985Gou,
       AUTHOR = "Rall, Louis B.",
       TITLE = "Global optimisation using automatic differentiation and interval arithmetic",
       TYPE = "Technical Summary Report",
       NUMBER = "No. 2832",
       INSTITUTION = "Mathematics Research Center, University of Wisconsin - Madison",
       YEAR = "1985",
       REFERRED = "[Price1987SMO].",
       KEYWORDS = "Global constrained optimisation; differentiation arithmetic; interval iteration;
         numerical examples.",
       ABSTRACT = "Using differentiation arithmetic, algorithms are presented for finding one or all
         of the critical points of a twice differentiable function. These methods use interval iterations in
         the given (rectangular) region. Guaranteed bounds are also given for all of the quantities of
         interest. The n-dimensional Rosenbrock function is used as the test problem."
}


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