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arxiv 2111.06807 v1 pith:C7FSGD6F submitted 2021-11-12 math.OC cs.LOcs.MS

Verified Optimization

classification math.OC cs.LOcs.MS
keywords methodsoptimizationusedamenableapplyingassistantdescribedesigning
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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Optimization is used extensively in engineering, industry, and finance, and various methods are used to transform problems to the point where they are amenable to solution by numerical methods. We describe progress towards developing a framework, based on the Lean interactive proof assistant, for designing and applying such reductions in reliable and flexible ways.

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