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22
A Review of Preconditioners for the Interval Gauss-Seidel Method
, 1991
"... . Interval Newton methods in conjunction with generalized bisection can form the basis of algorithms that find all real roots within a specified box X ae R n of a system of nonlinear equations F (X) = 0 with mathematical certainty, even in finite-precision arithmetic. In such methods, the system ..."
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Cited by 45 (15 self)
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. Interval Newton methods in conjunction with generalized bisection can form the basis of algorithms that find all real roots within a specified box X ae R n of a system of nonlinear equations F (X) = 0 with mathematical certainty, even in finite-precision arithmetic. In such methods, the system F (X) = 0 is transformed into a linear interval system 0 = F (M) +F 0 (X)( ~ X \Gamma M); if interval arithmetic is then used to bound the solutions of this system, the resulting box ~ X contains all roots of the nonlinear system. We may use the interval Gauss--Seidel method to find these solution bounds. In order to increase the overall efficiency of the interval Newton / generalized bisection algorithm, the linear interval system is multiplied by a preconditioner matrix Y before the interval Gauss--Seidel method is applied. Here, we review results we have obtained over the past few years concerning computation of such preconditioners. We emphasize importance and connecting relationships,...
Detecting global optimality and extracting solutions in GloptiPoly
- Chapter in D. Henrion, A. Garulli (Editors). Positive polynomials in control. Lecture Notes in Control and Information Sciences
, 2005
"... GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality (LMI) relaxations of non-convex optimization problems with multivariate polynomial objective function and constraints, based on the theory of moments. In contrast with the dual sum-of-squares decompositions of po ..."
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Cited by 33 (8 self)
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GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality (LMI) relaxations of non-convex optimization problems with multivariate polynomial objective function and constraints, based on the theory of moments. In contrast with the dual sum-of-squares decompositions of positive polynomials, the theory of moments allows to detect global optimality of an LMI relaxation and extract globally optimal solutions. In this report, we describe and illustrate the numerical linear algebra algorithm implemented in GloptiPoly for detecting global optimality and extracting solutions. We also mention some related heuristics that could be useful to reduce the number of variables in the LMI relaxations. 1
On the Complexity of Isolating Real Roots and Computing with Certainty the Topological Degree
, 2002
"... In this contribution the isolation of real roots and the computation of the topological degree... ..."
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Cited by 31 (14 self)
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In this contribution the isolation of real roots and the computation of the topological degree...
Robust Process Simulation Using Interval Methods
- Comput. Chem. Eng
, 1996
"... Ideally, for the needs of robust process simulation, one would like a nonlinear equation solving technique that can find any and all roots to a problem, and do so with mathematical certainty. In general, currently used techniques do not provide such rigorous guarantees. One approach to providing suc ..."
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Cited by 30 (19 self)
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Ideally, for the needs of robust process simulation, one would like a nonlinear equation solving technique that can find any and all roots to a problem, and do so with mathematical certainty. In general, currently used techniques do not provide such rigorous guarantees. One approach to providing such assurances can be found in the use of interval analysis, in particular the use of interval Newton methods combined with generalized bisection. However, these methods have generally been regarded as extremely inefficient. Motivated by recent progress in interval analysis, as well as continuing advances in computer speed and the availability of parallel computing, we consider here the feasibility of using an interval Newton/generalized bisection algorithm on process simulation problems. An algorithm designed for parallel computing on an MIMD machine is described, and results of tests on several problems are reported. Experiments indicate that the interval Newton/generalized bisection method works quite well on relatively small problems, providing a powerful method for finding all solutions to a problem. For larger problems, the method performs inconsistently with regard to efficiency, at least when reasonable initial bounds are not provided.
Reduction Of Constraint Systems
, 1993
"... Geometric modeling by constraints leads to large systems of algebraic equations. This paper studies bipartite graphs underlaid by systems of equations. It shows how these graphs make possible to polynomially decompose these systems into well constrained, over-, and underconstrained subsystems. This ..."
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Cited by 26 (2 self)
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Geometric modeling by constraints leads to large systems of algebraic equations. This paper studies bipartite graphs underlaid by systems of equations. It shows how these graphs make possible to polynomially decompose these systems into well constrained, over-, and underconstrained subsystems. This paper also gives an efficient method to decompose well constrained systems into irreducible ones. These decompositions greatly speed up the resolution in case of reducible systems. They also allow debugging systems of constraints. Key Words: geometric modeling, constraints, bipartite graphs, matching, maximum matching, perfect matching. 1. INTRODUCTION Geometric modeling by constraints is an interesting approach in CAD. Typically, in 2D, geometric modeling by constraints specifies geometrical objects such as points, lines, circles, conics by a set of constraints : distances between points, points and lines, parallel lines, angles between lines, incidence relations between points and lines,...
A Symbolic-Numerical Branch and Prune Algorithm for Solving Non-linear Polynomial Systems
- Journal of Universal Computer Science
, 1998
"... : This paper discusses the processing of non-linear polynomial systems using a branch and prune algorithm within the framework of constraint programming. We propose a formalism for a kind of branch and prune algorithm implementing symbolic and numerical methods to reduce the systems with respect to ..."
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Cited by 12 (0 self)
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: This paper discusses the processing of non-linear polynomial systems using a branch and prune algorithm within the framework of constraint programming. We propose a formalism for a kind of branch and prune algorithm implementing symbolic and numerical methods to reduce the systems with respect to a relation defined from both inclusion of variable domains and inclusion of sets of constraints. The second part of the paper presents an instantiation of this general scheme. The pruning step is implemented as a cooperation of factorizations, substitutions and partial computations of Grobner bases to simplify the systems, and interval Newton methods address the numerical, approximate solving. The branching step creates a partition of domains or generates disjunctive constraints from equations in factorized form. Experimental results from a prototype show that interval methods generally benefit from the symbolic processing of the initial constraints. Key Words: Branch and prune algorithm, n...
Automatic Generation of Numerical Redundancies for Non-linear Constraint Solving
- RELIABLE COMPUTING
, 1997
"... In this paper we present a framework for the cooperation of symbolic and propagation-based numerical solvers over the real numbers. This cooperation is expressed in terms of fixed points of closure operators over a complete lattice of constraint systems. In a second part we instantiate this framewor ..."
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Cited by 11 (4 self)
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In this paper we present a framework for the cooperation of symbolic and propagation-based numerical solvers over the real numbers. This cooperation is expressed in terms of fixed points of closure operators over a complete lattice of constraint systems. In a second part we instantiate this framework to a particular cooperation scheme, where propagation is associated to pruning operators implementing interval algorithms enclosing the possible solutions of constraint systems, whereas symbolic methods are mainly devoted to generate redundant constraints. When carefully chosen, it is well known that the addition of redundant constraint drastically improve the performances of systems based on local consistency (e.g. Prolog IV or Newton). We propose here a method which computes sets of redundant polynomials called partial Grobner bases and show on some benchmarks the advantages of such computations. Keywords: Numerical constraints, interval constraints, approximate solving, local consist...
Solving nonlinear systems by constraint inversion and interval arithmetic
- IN INT. CONF. ON ARTIFICIAL INTELLIGENCE AND SYMBOLIC COMPUTATION (AISC’2000), LNAI
, 2000
"... A reliable symbolic-numeric algorithm for solving nonlinear systems over the reals is designed. The symbolic step generates a new system, where the formulas are different but the solutions are preserved, through partial factorizations of polynomial expressions and constraint inversion. The numeric s ..."
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Cited by 9 (1 self)
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A reliable symbolic-numeric algorithm for solving nonlinear systems over the reals is designed. The symbolic step generates a new system, where the formulas are different but the solutions are preserved, through partial factorizations of polynomial expressions and constraint inversion. The numeric step is a branch-and-prune algorithm based on interval constraint propagation to compute a set of outer approximations of the solutions. The processing of the inverted constraints by interval arithmetic provides a fast and efficient method to contract the variables' domains. A set of experiments for comparing several constraint solvers is reported.
Efficient and safe global constraints for handling numerical constraint systems
- SIAM J. NUMER. ANAL
, 2005
"... Numerical constraint systems are often handled by branch and prune algorithms that combine splitting techniques, local consistencies, and interval methods. This paper first recalls the principles of Quad, a global constraint that works on a tight and safe linear relaxation of quadratic subsystems ..."
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Cited by 8 (2 self)
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Numerical constraint systems are often handled by branch and prune algorithms that combine splitting techniques, local consistencies, and interval methods. This paper first recalls the principles of Quad, a global constraint that works on a tight and safe linear relaxation of quadratic subsystems of constraints. Then, it introduces a generalization of Quad to polynomial constraint systems. It also introduces a method to get safe linear relaxations and shows how to compute safe bounds of the variables of the linear constraint system. Different linearization techniques are investigated to limit the number of generated constraints. QuadSolver, a new branch and prune algorithm that combines Quad, local consistencies, and interval methods, is introduced. QuadSolver has been evaluated on a variety of benchmarks from kinematics, mechanics, and robotics. On these benchmarks, it outperforms classical interval methods as well as constraint satisfaction problem solvers and it compares well with state-of-the-art optimization solvers.
The Method of Resultants for Computing Real Solutions of Polynomial Systems
- SIAM Journal on Numerical Analysis
, 1991
"... : A new method for determining the real solutions to a set of polynomial equations is presented. It is based on the theory of multi-resultants. The inherently unstable calculation of the determinant is replaced by a stable minimization procedure which is able to take advantage of the sparseness of t ..."
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Cited by 5 (0 self)
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: A new method for determining the real solutions to a set of polynomial equations is presented. It is based on the theory of multi-resultants. The inherently unstable calculation of the determinant is replaced by a stable minimization procedure which is able to take advantage of the sparseness of the resultant matrix. Two numerical examples illustrate the method. The paper contains preliminary work which demonstrates the feasibility of the given approach. Keywords: roots, polynomial systems of equations, resultant, conjugate gradient method, Lanczos method AMSMOS: 65H10, 65H20, 26C10, 65F15, 15-04, 15A15 1 Introduction In recent years, a number of authors have considered the task of numerically determining all of the zero points of polynomial systems of equations. In particular, we mention the resultant method of Collins [5] and the homotopy methods, see, e.g., [3, 4, 10, 17, 21, 22, 28]. Further references can be found in the recent books [1, 20]. Since the calculation of the deter...

