Discrete optimization
New computer methods for global optimization
New computer methods for global optimization
A collection of test problems for constrained global optimization algorithms
A collection of test problems for constrained global optimization algorithms
Error estimates for approximations from control nets
Computer Aided Geometric Design
Box-bisection for solving second-degree systems and the problem of clustering
ACM Transactions on Mathematical Software (TOMS)
Curves and surfaces for CAGD: a practical guide
Curves and surfaces for CAGD: a practical guide
Convergent Bounds for the Range of Multivariate Polynomials
Proceedings of the International Symposium on Interval Mathemantics 1985
Optimized refinable enclosures of multivariate polynomial pieces
Computer Aided Geometric Design
Fast construction of constant bound functions for sparse polynomials
Journal of Global Optimization
Image Computation for Polynomial Dynamical Systems Using the Bernstein Expansion
CAV '09 Proceedings of the 21st International Conference on Computer Aided Verification
An efficient algorithm for range computation of polynomials using the Bernstein form
Journal of Global Optimization
Enhancing numerical constraint propagation using multiple inclusion representations
Annals of Mathematics and Artificial Intelligence
Polytope-based computation of polynomial ranges
Computer Aided Geometric Design
A comparison of methods for the computation of affine lower bound functions for polynomials
COCOS'03 Proceedings of the Second international conference on Global Optimization and Constraint Satisfaction
The Bernstein polynomial basis: A centennial retrospective
Computer Aided Geometric Design
Hi-index | 7.29 |
Relaxation techniques for solving nonlinear systems and global optimisation problems require bounding from below the nonconvexities that occur in the constraints or in the objective function by affine or convex functions. In this paper we consider such lower bound functions in the case of problems involving multivariate polynomials. They are constructed by using Bernstein expansion. An error bound exhibiting quadratic convergence in the univariate case and some numerical examples are given.