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    You may solve an optimization problem with the ALIAS library by using one of the following procedures:

    Minimize   Maximize        MinimizeGradient  MaximizeGradient
    MinMax     MinMaxGradient

    Note that these procedures are only special variants of the general solving procedures of ALIAS-Maple. Hence most of the parameters setting for these procedures are also valid for the optimization procedures. Specific parameters for these procedure are presented in section 5.3.

    In the list of functions that are provided to these procedures the last one must be the function whose extremum are looked for, while the other one are supposed to be constraints. The interval solution that are returned will verify:

    You may also us the gradient of the function to be minimize or maximized to improve the efficiency of the procedure. The MinimizeGradient and MaximizeGradient procedures may be used for this purpose and have the same argument than the Minimize and Maximize procedure.

    There are also procedures to compute at the same time the minimum and maximum values of a function, eventually under constraint. The Minmax and MinMaxGradient procedures may be used for this purpose. The only difference with the previous procedures is that the arguments should be ended by Min, Max which provide the minimum and maximum of the function (being understood that the function that is considered is always the last in the list, the other one being the constraints).

    However in that case a global variable of the ALIAS Maple library may play an important role:
    `ALIAS/stop_minmax. Its default value is set to 0 but:

    The flag allow_storage may also be of interest: if set to 1 (default value: 0) the current estimation of the optimum is written in the file .opti in a sequential way.

    All these procedures accept optionally as least argument a string Simp that indicates the name of a simplification procedure (see chapter 4) whose C++ code is available in the file Simp.C. Among the simplification procedures provided by ALIAS-Maple the use of the HullIConsistency procedure with the key-word Optimum may be interest for an optimization problem, see section 4.2.1.

    You may also specify initial value for the minimum or maximum value of the optimized function by setting `ALIAS/opt_min`, `ALIAS/opt_max`.


    Let consider the following example:

    will return the value of $x,y$ in the range $[-\pi,\pi]$ which minimize the value of $x^2+y^2$ under the constraint $\cos(x)+y*\cos(y)^2-0.2=0$ and Min will contain the minimal value. In the previous example we will get the following result:
    [[[-.957582, -.957582], [-.474626, -.474626]],
        [[-.957582, -.957582], [-.474626, -.474626]]]
                                  [[1.14223, 1.14223]]
    You may notice that Min is a range and that Minimize returns two solutions for x,y. This is so because Minimize may deal with function having interval coefficients: hence the procedure will return a range for the minimal value of the function and the values of x,y at which the lower and upper bound have been obtained. Hence we may change the previous example with:
    [[[-.958271, -.958271], [-.473241, -.473241]],
        [[-.957582, -.957582], [-.474626, -.474626]]]
    > Min;
                                  [[1.12307, 1.14233]]
    Note that for this example we may have generated a simplification procedure with:
    which allows to decrease almost by half the computation time.

    Specific parameters for the optimization procedures

    We indicate here parameters that appear in the optimization procedures, their meaning, their default value and the corresponding name in the C++ library.

    Parameter name Meaning C++ equivalent
    `ALIAS/eepsilon` Accuracy on the optimum
    `ALIAS/optimize` type of optimization ALIAS_Optimize
    (automatically set by the procedure)
    `ALIAS/optimize_lo_a` threshold on the distance between ALIAS_LO_A
    the current minimum and a new
    minimum to call the local optimizer
    `ALIAS/optimize_lo_b` threshold on the distance between ALIAS_LO_B
    the current maximum and a new
    maximum to call the local optimizer
    `ALIAS/stop_minmax` allows to exit from the ALIAS_Stop_Sign_Extremum
    algorithm if the optimum have
    opposite sign
    `ALIAS/stop_opt_sol` allows to exit from the ALIAS_Stop
    algorithm if the optimum is
    better than a threshold
    `ALIAS/opt_sol_min` threshold for stop_opt_sol ALIAS_Extremum
    `ALIAS/opt_sol_max` threshold for stop_opt_sol ALIAS_Extremum
    `ALIAS/opt_max`,`ALIAS/opt_min` allows to specify
    initial values for the minimum
    and/or maximum

    next up previous Next: Integration Up: ALIAS-Maple Previous: Simplification procedures
  • J-P. Merlet home page
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