Skip to content
This repository has been archived by the owner on Mar 22, 2019. It is now read-only.

MC++ is a toolkit for bounding factorable functions. It provides methods for computing bounds on a factorable function in the form of convex/concave relaxations, Taylor models, and spectral bounds.

coin-or/MCpp

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

7 Commits
 
 
 
 
 
 
 
 

Repository files navigation

MC++: A Toolkit for Bounding Factorable Functions

A function is called ''factorable'' if it can be formed from a finite recursive composition of unary and binary operations. Typically, the latter are binary sums and binary products, and the former are outer compositions with a univariate intrinsic function, such as 'inv', 'exp', 'log', 'pow', 'sqrt', etc. Nearly every function that can be represented finitely on a computer is factorable. Given a factorable function, MC++ provides methods for computing bounds on that function, in the form of convex/concave relaxations, Taylor models, and spectral bounds. A main objective in developing MC++ has been to make the bounds computation as simple and natural as possible, similar to computing function values in real number arithmetic. In particular, MC++ can be quite useful for the fast prototyping and testing of new algorithms and ideas, for instance in such areas as global and robust optimization.

License

MC++ is freely available with the Eclipse Public License Version 1.0

Project Manager

The project manager is Benoit Chachuat.

Links

About

MC++ is a toolkit for bounding factorable functions. It provides methods for computing bounds on a factorable function in the form of convex/concave relaxations, Taylor models, and spectral bounds.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published