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174 Frédéric Messine and Ahmed Touhamiforms which correspond to each occurrence of each variable, the computations are performedusing operations between general quadratic form and then, the result is converted into aninterval. This resulting interval encloses rigorously the range of the function over the consi<strong>de</strong>redbox (interval vector). This technique <strong>de</strong>fines a new automatic tool for the computationsof bounds for a function over a box. One <strong>de</strong>notes by GQF an inclusion function constructedsuch a way (using general quadratic forms).Example 1. The interest of this general quadratic form can be illustrated on this simple examplef(x 1 , x 2 ) = x 2 1 x 2 − x 1 x 2 2 over [−1, 3]2 . We have:x 2 1x 2 − x 1 x 2 2 = (1 − 2ɛ 1 ) 2 (1 − 2ɛ 2 ) − (1 − 2ɛ 1 )(1 − 2ɛ 2 ) 2= (1 − 4ɛ 1 + 4ɛ 2 1)(1 − 2ɛ 2 ) − (1 − 4ɛ 2 + 4ɛ 2 2)(1 − 2ɛ 1 )= ( 1 − 4ɛ 1 + 4ɛ 2 1 − 2ɛ 2 + 8ɛ 1 ɛ 2 − 8ɛ 2 1 ɛ (2)+ −1 + 4ɛ2 − 4ɛ 2 2 + 2ɛ 1 − 8ɛ 1 ɛ 2 + 8ɛ 1 ɛ 2 )2= −2ɛ 1 + 2ɛ 2 + 4ɛ 2 1 − 4ɛ 2 2 − 8ɛ 2 1ɛ 2 + 8ɛ 1 ɛ 2 2AF(X) = [−2ɛ 1 + 2ɛ 2 + 40ɛ 3 ] = [−44, 44], with ɛ n+1 = ɛ 3 ∈ [−1, 1].GQF(X) = [−2ɛ 1 + 2ɛ 2 + 4ɛ 2 1 − 4ɛ2 2 + 16ɛ 5] = [−24, 24], with ɛ n+3 = ɛ 5 ∈ [−1, 1].NE(X) = X 2 1 X 2 − X 1 X 2 2 = [−1, 3]2 [−1, 3] − [−1, 3] 2 [−1, 3] = [−9, 27] − [−9, 27] =[−36, 36].In that case, NE is better than AF but GQF is the most efficient.In [10], some theoretical properties about the efficiency of the bounds of such a techniqueare reported. Furthermore, the extension into reliable forms are <strong>de</strong>fined by replacing all thefloating point coefficients by intervals and by replacing all the operations by roun<strong>de</strong>d intervaloperations. Thus, the bounds computed by introducing interval components insi<strong>de</strong> thegeneral quadratic form become reliable; no numerical error can occur performing these computations.The bounds are also guaranteed.3. Application to Rigorous Global OptimizationThe main global optimization algorithm is based on a classical Branch-and-Bound techniquedue to Ichida-Fujii [12]. To show the efficiency of the use of general quadratic forms, thecomputations of the bounds are replaced insi<strong>de</strong> this algorithm. One can speak here about rigorousglobal optimization because the bounds are numerically guaranteed; all the computedbounds are reliable using the four techniques presented above NE, T 1 , AF and GQF. In or<strong>de</strong>rto show the efficiency of such an inclusion function based on the general quadratic formsome multivariate polynomial problems are taken into account, see Table 1. All these problemsare solved by a basic interval Branch-and-Bound algorithm due to Ichida-Fujii, see [12].This algorithm is modified in or<strong>de</strong>r to <strong>de</strong>termine the global minimum f ∗ with a maximal accuracy(by solving the problem with an accuracy divi<strong>de</strong>d by 10), see [10]. In fact, the algorithmstops when the new precision (divi<strong>de</strong>d by 10) of the global solution cannot be improved aftera consequent computational effort (here 100000 iterations).In Table 1, we summarize for each polynomial problem, the initial domain of research andthe global minimum f ∗ . Generally, these functions came from the literature [8, 9, 12]; f 2 is thewell known Golstein Price function and f 5 a function due to Ratschek.All these numerical tests have been performed on a HP-UX, 9000/800, 4 GB memory, quadriprocessor64-bit processor, computer from the Laboratoire d’Electrotechnique etd’Electronique Industrielle du CNRS/UMR 5828 ENSEEIHT-INPT Toulouse. The co<strong>de</strong>shave been <strong>de</strong>veloped in Fortran 90. The algorithm uses iteratively the following inclusionfunctions: natural extension into interval NE, a technique based on Taylor expansions at the

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