Formal Proofs for Nonlinear Optimization - Archive ouverte HAL
Article Dans Une Revue Journal of Formalized Reasoning Année : 2015

Formal Proofs for Nonlinear Optimization

Résumé

We present a formally verified global optimization framework. Given a semialgebraic or transcendental function f and a compact semialgebraic domain K, we use the nonlinear maxplus template approximation algorithm to provide a certified lower bound of f over K. This method allows to bound in a modular way some of the constituents of f by suprema of quadratic forms with a well chosen curvature. Thus, we reduce the initial goal to a hierarchy of semialgebraic optimization problems, solved by sums of squares relaxations. Our implementation tool interleaves semialgebraic approximations with sums of squares witnesses to form certificates. It is interfaced with Coq and thus benefits from the trusted arithmetic available inside the proof assistant. This feature is used to produce, from the certificates, both valid underestimators and lower bounds for each approximated constituent. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of multivariate transcendental inequalities. We illustrate the performance of our formal framework on some of these inequalities as well as on examples from the global optimization literature.

Dates et versions

hal-00985675 , version 1 (30-04-2014)

Identifiants

Citer

Victor Magron, Xavier Allamigeon, Stéphane Gaubert, Benjamin Werner. Formal Proofs for Nonlinear Optimization. Journal of Formalized Reasoning, 2015, 8 (15), pp.1-24. ⟨hal-00985675⟩
378 Consultations
0 Téléchargements

Altmetric

Partager

More