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A Formally Verified Generic Branching Algorithm for Global Optimization

  • Anthony Narkawicz
  • César Muñoz
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8164)

Abstract

This paper presents a formalization in higher-order logic of a generic algorithm that is used in automated strategies for solving global optimization problems. It is a generalization of numerical branch and bound algorithms that compute the minimum of a function on a given domain by recursively dividing the domain and computing estimates for the range of the function on each sub-domain. The correctness statement of the algorithm has been proved in the Prototype Verification System (PVS) theorem prover. This algorithm can be instantiated with specific functions for performing particular global optimization methods. The correctness of the instantiated algorithms is guaranteed by simple properties that need to be verified on the specific input functions. The use of the generic algorithm is illustrated with an instantiation that yields an automated strategy in PVS for estimating the maximum and minimum values of real-valued functions.

Keywords

Global Optimization Interval Arithmetic Recursive Call Global Optimization Problem Bernstein Polynomial 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Anthony Narkawicz
    • 1
  • César Muñoz
    • 1
  1. 1.NASA Langley Research CenterHamptonUSA

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