Rigorous Global Search: Industrial Applications

We apply interval techniques for global optimization to several industrial applications including Swiss Bank (currency trading), BancOne (portfolio management), MacNeal-Schwendler (finite 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/~globsol), and tell of the lessons learned. In each of these problems, GlobSol’s rigorous global optimization provided significant new insights to us and to our industrial partners.