Kodiak: An Implementation Framework for Branch and Bound Algorithms

Recursive branch and bound algorithms are often used to refine and isolate solutions to several classes of global optimization problems. A rigorous computation framework for the solution of systems of equations and inequalities involving nonlinear real arithmetic over hyper-rectangular variable and parameter domains is presented. It is derived from a generic branch and bound algorithm that has been formally verified, and utilizes self-validating enclosure methods, namely interval arithmetic and, for polynomials and rational functions, Bernstein expansion. Since bounds computed by these enclosure methods are sound, this approach may be used reliably in software verification tools. Advantage is taken of the partial derivatives of the constraint functions involved in the system, firstly to reduce the branching factor by the use of bisection heuristics and secondly to permit the computation of bifurcation sets for systems of ordinary differential equations. The associated software development, Kodiak, is presented, along with examples of three different branch and bound problem types it implements.