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Optimization

ALIAS is also able to deal with optimization problem. Let consider a scalar function $F$ of $m$ variables $X=\{x_1,\ldots,x_m\}$, called the optimum function and assume that you are looking for the global minimal or maximal value of $F$ when the unknowns lie in some ranges. Furthermore the unknowns may be submitted to $n_1$ constraints of type $G_i(X)=0$, $n_2$ constraints of type $H_i(X)\le 0$ and $n_3$ constraints of type $K_i(X)\ge 0$. Note that $F, G_i, H_i, K_i$ may have interval coefficients.



Subsections

Jean-Pierre Merlet 2012-12-20