Formal Proofs for Nonlinear Optimization

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.Comment: 24 pages, 2 figures, 3 table

Certified Roundoff Error Bounds using Bernstein Expansions and Sparse Krivine-Stengle Representations

Floating point error is an inevitable drawback of embedded systems implementation. Computing rigorous upper bounds of roundoff errors is absolutely necessary to the validation of critical software. This problem is even more challenging when addressing non-linear programs. In this paper, we propose and compare two new methods based on Bernstein expansions and sparse Krivine-Stengle representations, adapted from the field of the global optimization to compute upper bounds of roundoff errors for programs implementing polynomial functions. We release two related software package FPBern and FPKiSten, and compare them with state of the art tools. We show that these two methods achieve competitive performance, while computing accurate upper bounds by comparison with other tools.Comment: 20 pages, 2 table

Certification of Bounds of Non-linear Functions: the Templates Method

The aim of this work is to certify lower bounds for real-valued multivariate functions, defined by semialgebraic or transcendental expressions. The certificate must be, eventually, formally provable in a proof system such as Coq. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of inequalities. We introduce an approximation algorithm, which combines ideas of the max-plus basis method (in optimal control) and of the linear templates method developed by Manna et al. (in static analysis). This algorithm consists in bounding some of the constituents of the function by suprema of quadratic forms with a well chosen curvature. This leads to semialgebraic optimization problems, solved by sum-of-squares relaxations. Templates limit the blow up of these relaxations at the price of coarsening the approximation. We illustrate the efficiency of our framework with various examples from the literature and discuss the interfacing with Coq.Comment: 16 pages, 3 figures, 2 table

On strong homogeneity of two global optimization algorithms based on statistical models of multimodal objective functions

The implementation of global optimization algorithms, using the arithmetic of infinity, is considered. A relatively simple version of implementation is proposed for the algorithms that possess the introduced property of strong homogeneity. It is shown that the P-algorithm and the one-step Bayesian algorithm are strongly homogeneous.Comment: 11 pages, 1 figur