We present a new method for computing verified enclosures for the global minimum value and all global minimum points of univariate functions subject to bound constrains. The method works within the branch and bound framework and incorporates inner and outer pruning steps by using first order information of the objective function by means of an interval evaluation of the derivative over the curr...

A short-ranged pairwise Morse potential is used to model colloidal clusters with planar morphologies. Potential and free energy global minima as well as rearrangement paths, obtained by basin-hopping global optimisation and discrete path sampling, are characterised. The potential and free energy landscapes are visualised using disconnectivity graphs. The short-ranged potential is found to favou...

We study on-line backpropagation and show that the existing theoretical descriptions are strictly valid only on relatively short time scales or in the vicinity of (local) minima of the backpropagation error potential. Qualitative global features (e.g., why is it much easier to escape from local minima than from global minima) may also be explained by these local descriptions, but the current ap...

Objective—To compare the reliability of quantitative measurement of minimum hip joint space with a qualitative global assessment of radiological features for estimating the prevalence of primary osteoarthritis (OA) of the hip in colon radiographs. Methods—All colon radiographs from patients aged 35 or older, taken at three diVerent radiographic departments in Iceland during the years 1990–96, w...

Protein-folding potentials, designed with the explicit goal that the global energy minimum correspond to crystallographically observed conformations of protein molecules, may offer great promise toward calculating native protein structures. Achieving this promise, however, depends on finding an effective means of dealing with the multiple-minimum problem inherent in such potentials. In this stu...

Traditional portfolio optimization has often been criticized for not taking estimation risk into account. Estimation risk is mainly driven by the parameter uncertainty regarding the expected asset returns rather than their variances and covariances. The global minimum variance portfolio has been advocated by many authors as an appropriate alternative to the classical mean-variance optimal portf...

An algorithm for finding an approximate global minimum of a funnel shaped function with many local minima is described. It is applied to compute the minimum energy docking position of a ligand with respect to a protein molecule. The method is based on the iterative use of a convex, general quadratic approximation that underestimates a set of local minima, where the error in the approximation is...

We study algorithmic and structural aspects of connectivity in hypergraphs. Given a hypergraph H = (V, E) with n= |V |, m= |E| and p = ∑ e∈E |e| the fastest known algorithm to compute a global minimum cut in H runs in O(np) time for the uncapacitated case, and in O(np+ n2 log n) time for the capacitated case. We show the following new results. • Given an uncapacitated hypergraph H and an intege...

The contribution of this paper is to establish computable necessary and sufficient conditions on the model structure and on the experiment under which the Prediction Error Identification (PEI) criterion has a unique global minimum. We consider a broad class of rational model structures whose numerator and denominator are affine in the unknown parameter vector; this class encompasses all classic...