Formal global optimisation with taylor models

  • Authors:
  • Roland Zumkeller

  • Affiliations:
  • École Polytechnique, Palaiseau Cedex, France

  • Venue:
  • IJCAR'06 Proceedings of the Third international joint conference on Automated Reasoning
  • Year:
  • 2006

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Abstract

Formal proofs and global optimisation are two research areas that have been heavily influenced by the arrival of computers. This article aims to bring both further together by formalising a global optimisation method based on Taylor models: a set of functions is represented by a polynomial together with an error bound. The algorithms are implemented in the proof assistant Coq's term language, with the ultimate goal to obtain formally proven bounds for any multi-variate smooth function in an efficient way. To this end we make use of constructive real numbers, interval arithmetic, and polynomial bounding techniques.