Formal proofs for nonlinear optimization

Research output: Contribution to journalArticlepeer-review

Abstract

We present a formally verified global optimization framework. Given a semialgebraic or transcen-dental 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 semialge-braic 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 under-approximations 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.

Original languageEnglish
Pages (from-to)1-24
Number of pages24
JournalJournal of Formalized Reasoning
Volume8
Issue number1
Publication statusPublished - 1 Jan 2015

Fingerprint

Dive into the research topics of 'Formal proofs for nonlinear optimization'. Together they form a unique fingerprint.

Cite this