A FORTRAN-90 ENVIRONMENT FOR RESEARCH AND PROTOTYPING OF ENCLOSURE ALGORITHMS FOR NONLINEAR EQUATIONS AND GLOBAL OPTIMIZATION

An environment for general research into and prototyping of algorithms for reliable constrained and unconstrained global nonlinear optimizat ion and reliable enclosure of all roots of nonlinear systems of equati ons, with or without inequality constraints, is being developed. This environment should be portable, easy to learn, use, and maintain, and sufficiently fast for some production work. The motivation, design pri nciples, uses, and capabilities for this environment are outlined. The environment includes an interval data type, a symbolic form of automa tic differentiation to obtain an internal representation for functions , a special technique to allow conditional branches with operator over loading and interval computations, and generic routines to give interv al and noninterval function and derivative information. Some of these generic routines use a special version of the backward mode of automat ic differentiation. The package also includes dynamic data structures for exhaustive search algorithms.