2 ms·
Yes indeed! (to this stuff being around a while) And then what it can do is a subset of the interval toolkit (also around a while). Somehow I get the idea tha
by tobmlt 9y ago
Yes indeed! (to this stuff being around a while) And then what it can do is a subset of the interval toolkit (also around a while). Somehow I get the idea that interval methods are underappreciated and thus lesser known - it seems anecdotally that people hear of the outward rounding bounds growth problem and go no further. (maybe evaluation efficiency compared to floats is the other gripe)
About Lipschitz interval methods, as stated here (first googled example, this from 2001):
https://link.springer.com/referenceworkentry/10.1007%2F0-306-48332-7_228 https://link.springer.com/referenceworkentry/10.1007%2F0-306...
"Interval algorithms for constrained and unconstrained optimization are based on adaptive, exhaustive search of the domain. Their overall structure is virtually identical to Lipschitz optimization as in [4], since interval evaluations of an objective function ϕ over an interval vector x correspond to estimation of the range of ϕ over x with Lipschitz constants. However, there are additional opportunities for acceleration of the process with interval algorithms, and use of outwardly rounded interval arithmetic gives the computations the rigor of a mathematical proof."