A Contractor Based on Convex Interval Taylor

Ignacio Araya; Gilles Trombettoni; Bertrand Neveu

hal-00673447, version 1

A Contractor Based on Convex Interval Taylor

Ignacio Araya ()^a^, 1, Gilles Trombettoni ( Auteur à contacter de préférence , )^b^, 2, 3, 4, Bertrand Neveu (, )^c^, 5, 6

N° RR-7887 (2012)

Résumé : Interval Taylor has been proposed in the sixties by the interval analysis community for relaxing non-convex continuous constraint systems. However, it generally produces a non-convex relaxation of the solution set. A simple way to build a convex polyhedral relaxation is to select a corner of the studied domain/box as expansion point of the interval Taylor form, instead of the usual midpoint. The idea has been proposed by Neumaier to produce a sharp range of a single function and by Lin and Stadtherr to handle n * n (square) systems of equations. This paper presents an interval Newton-like operator, called X-Newton, that iteratively calls this interval convexification based on an endpoint interval Taylor. This general-purpose contractor uses no preconditioning and can handle any system of equality and inequality constraints. It uses Hansen's variant to compute the interval Taylor form and uses two opposite corners of the domain for every constraint. The X-Newton operator can be rapidly encoded, and produces good speedups in constrained global optimization and non-convex constraint satisfaction. First experiments compare X-Newton with affine arithmetic.

a – Universidad Técnica Federico Santa María (UTFSM)
b – Université de Nice Sophia Antipolis (UNS)
c – ENPC
1 : Departamento de Informatica [Valparaíso, Chile]
Universidad Técnica Federico Santa María (UTFSM)
2 : Laboratoire d'Informatique, Signaux, et Systèmes de Sophia-Antipolis (I3S) / Equipe BIOINFO
Université Nice Sophia Antipolis [UNS] – CNRS : UMR7271
3 : Institut de recherche en informatique de Toulouse (IRIT)
CNRS : UMR5505 – Institut National Polytechnique de Toulouse - INPT – Université des Sciences Sociales - Toulouse I – Université Toulouse I [UT1] Capitole – Université Toulouse le Mirail - Toulouse II – Université Paul Sabatier [UPS] - Toulouse III
4 : COPRIN (INRIA Sophia Antipolis)
INRIA – Ecole des Ponts ParisTech
5 : Laboratoire d'Informatique Gaspard-Monge (LIGM)
Université Paris-Est Marne-la-Vallée (UPEMLV) – ESIEE – Ecole des Ponts ParisTech – Fédération de Recherche Bézout – CNRS : UMR8049
6 : IMAGINE
CSTB – Ecole des Ponts ParisTech – Université Paris-Est Créteil Val-de-Marne (UPEC)

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Contributeur : Gilles Trombettoni <>
Soumis le : Jeudi 23 Février 2012, 19:09:14
Dernière modification le : Lundi 27 Février 2012, 13:34:23

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%% hal-00673447, version 1
%% http://hal.inria.fr/hal-00673447
@techreport{araya:hal-00673447,
    hal_id = {hal-00673447},
    url = {http://hal.inria.fr/hal-00673447},
    title = {{A Contractor Based on Convex Interval Taylor}},
    author = {Araya, Ignacio and Trombettoni, Gilles and Neveu, Bertrand},
    abstract = {{Interval Taylor has been proposed in the sixties by the interval analysis community for relaxing non-convex continuous constraint systems. However, it generally produces a non-convex relaxation of the solution set. A simple way to build a convex polyhedral relaxation is to select a corner of the studied domain/box as expansion point of the interval Taylor form, instead of the usual midpoint. The idea has been proposed by Neumaier to produce a sharp range of a single function and by Lin and Stadtherr to handle n * n (square) systems of equations. This paper presents an interval Newton-like operator, called X-Newton, that iteratively calls this interval convexification based on an endpoint interval Taylor. This general-purpose contractor uses no preconditioning and can handle any system of equality and inequality constraints. It uses Hansen's variant to compute the interval Taylor form and uses two opposite corners of the domain for every constraint. The X-Newton operator can be rapidly encoded, and produces good speedups in constrained global optimization and non-convex constraint satisfaction. First experiments compare X-Newton with affine arithmetic.}},
    keywords = {intervals; Taylor; convex polyhedral relaxation; global optimization},
    language = {Anglais},
    affiliation = {Departamento de Informatica [Valpara{\'\i}so, Chile] , Laboratoire d'Informatique, Signaux, et Syst{\`e}mes de Sophia-Antipolis (I3S) / Equipe BIOINFO , Institut de recherche en informatique de Toulouse - IRIT , COPRIN - INRIA Sophia Antipolis , Laboratoire d'Informatique Gaspard-Monge - LIGM , IMAGINE},
    pages = {23},
    type = {Rapport de recherche},
    institution = {INRIA},
    number = {RR-7887},
    year = {2012},
    month = Feb,
    pdf = {http://hal.inria.fr/hal-00673447/PDF/RR-7887.pdf},
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