Title
Rigorous Global Search: Industrial Applications
Abstract
We apply interval techniques for global optimization to several industrial applications including Swiss Bank (currency trading), BancOne (portfolio management), MacNeal-Schwendler (Þnite element), GE Medical Systems (Magnetic resonance imaging), Genome Theraputics (gene prediction), inexact greatest common divisor computations from computer algebra, and signal processing. We describe each of the applications, discuss the solutions computed by Kearfott's GlobSol software (see www.mscs.mu.edu/òglobsol), and tell of the lessons learned. In each of these problems, GlobSol's rigorous global optimization provided signiÞcant new insights to us and to our industrial partners.
Year
DOI
Venue
1998
10.1007/978-94-017-1247-7_1
Reliable Computing
Keywords
Field
DocType
least common denom- inator,global optimization,portfolio management,interval computations.,currency trading
Lowest common denominator,Signal processing,Industrial engineering,Global optimization,Project portfolio management,Symbolic computation,Optics,Software,Greatest common divisor,Materials science,Computation
Conference
Citations 
PageRank 
References 
9
0.95
4
Authors
2
Name
Order
Citations
PageRank
George F. Corliss19526.53
R. Baker Kearfott249986.11