03 May

MC++, A Toolkit for Bounding Factorable Functions

Benoit Chachuat announced a new project in COIN-OR: MC++ provides an implementation of various methods for computing bounds for factorable functions, in the form of convex/concave relaxations, Taylor models, or spectral bounds. A main objective in developing MC++ has been to make the bounds computation as simple and natural as possible, similar to existing interval arithmetic libraries. This way, MC++ can be quite useful for the fast prototyping and testing of new algorithms and ideas in global or robust optimization. See the MC++ project page for more information.