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Global Optimization Based on Contractor Programming: An Overview of the IBEX Library

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Mathematical Aspects of Computer and Information Sciences (MACIS 2015)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9582))

Abstract

IBEX is an open-source C++ library for constraint processing over real numbers. It provides reliable algorithms for handling non-linear constraints. In particular, roundoff errors are also taken into account. It is based on interval arithmetic and affine arithmetic. The main feature of IBEX is its ability to build strategies declaratively through the contractor programming paradigm. It can also be used as a black-box solver or with an AMPL interface. Two emblematic problems that can be addressed are: (i) System solving: A guaranteed enclosure for each solution of a system of (nonlinear) equations is calculated; (ii) Global optimization: A global minimizer of some function under non-linear constraints is calculated with guaranteed and reliable bounds on the objective minimum.

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Authors and Affiliations

  1. Lab-STICC, IHSEV Team, ENSTA-Bretagne, 2 rue Francois Verny, 29806, Brest, France

    Jordan Ninin

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  1. Jordan Ninin
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Correspondence to Jordan Ninin .

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Editors and Affiliations

  1. Wilfrid Laurier University, Waterloo, Ontario, Canada

    Ilias S. Kotsireas

  2. Hamburg University of Technology, Hamburg, Germany

    Siegfried M. Rump

  3. New York University, New York, New York, USA

    Chee K. Yap

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Ninin, J. (2016). Global Optimization Based on Contractor Programming: An Overview of the IBEX Library. In: Kotsireas, I., Rump, S., Yap, C. (eds) Mathematical Aspects of Computer and Information Sciences. MACIS 2015. Lecture Notes in Computer Science(), vol 9582. Springer, Cham. https://doi.org/10.1007/978-3-319-32859-1_47

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  • DOI: https://doi.org/10.1007/978-3-319-32859-1_47

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-32858-4

  • Online ISBN: 978-3-319-32859-1

  • eBook Packages: Computer ScienceComputer Science (R0)

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