Global optimization based on contractor programming: An overview of the IBEX library

Abstract

IBEX is an open-source C++ library for constraint processing over real numbers. It provides reliable algorithms for handling non-linear constraints. In particular, roundoff errors are also taken into account. It is based on interval arithmetic and affine arithmetic. The main feature of IBEX is its ability to build strategies declaratively through the contractor programming paradigm. It can also be used as a black-box solver or with an AMPL interface. Two emblematic problems that can be addressed are: (i) System solving: A guaranteed enclosure for each solution of a system of (nonlinear) equations is calculated; (ii) Global optimization: A global minimizer of some function under non-linear constraints is calculated with guaranteed and reliable bounds on the objective minimum.