Formal proofs for nonlinear optimization
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Author(s)
Magron, V
Allamigeon, X
Gaubert, S
Werner, B
Type
Journal Article
Abstract
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.
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.
Date Issued
2015-01-01
Date Acceptance
2015-01-01
Citation
Journal of Formalized Reasoning, 2015, 8 (1), pp.1-24
ISSN
1972-5787
Publisher
University of Bologna
Start Page
1
End Page
24
Journal / Book Title
Journal of Formalized Reasoning
Volume
8
Issue
1
Copyright Statement
© 2015 the Authors. This article is licenced under a Creative Commons Attribution (CC BY) licence http://creativecommons.org/licenses/by/4.0/
License URL
Publication Status
Published