Evgueni Petrov

Symbolic-interval heuristic for bound-constrained minimization

  • Evgueni Petrov
    • Categories Bound-constrained Optimization Tags

    Bound-constrained global optimization helps answer many practical questions in chemistry, molecular biology, economics. Most of algorithms for solution of global optimization problems are a combination of interval methods and exhuastive search. The efficiency of such algorithms is characterized by their ability to detect and eliminate sub-optimal feasible regions. This ability is increased by availability of … Read more

    Improved Interval Constraint Propagation for Constraints on Partial Derivatives

  • Frederic Benhamou
  • Evgueni Petrov
    • Categories Optimization Software Design Principles

    Automatic differentiation (AD) automatically transforms programs which calculate elementary functions into programs which calculate the gradients of these functions. Unlike other differentiation techniques, AD allows one to calculate the gradient of any function at the cost of at most 5 values of the function (in terms of time). Interval constraint programming (ICP) is a part … Read more