| HAL-Inria | Publications, software ... of Inria's scientists |
Conference papers
Inner Regions and Interval Linearizations for Global Optimization
Abstract : Researchers from interval analysis and constraint (logic) programming communities have studied intervals for their ability to manage infinite solution sets of numerical constraint systems. In particular, inner regions represent subsets of the search space in which all points are solutions. Our main contribution is the use of recent and new inner region extraction algorithms in the upper bounding phase of constrained global optimization. Convexification is a major key for efficiently lower bounding the objective function. We have adapted the convex interval taylorization proposed by Lin & Stadtherr for producing a reliable outer and inner polyhedral approximation of the solution set and a linearization of the objective function. Other original ingredients are part of our optimizer, including an efficient interval constraint propagation algorithm exploiting monotonicity of functions. We end up with a new framework for reliable continuous constrained global optimization. Our interval B&B is implemented in the interval-based explorer Ibex and extends this free C++ library. Our strategy significantly outperforms the best reliable global optimizers.
Cited literature [19 references]
https://hal.inria.fr/hal-00648085
Contributor : Gilles Chabert Connect in order to contact the contributor
Submitted on : Monday, December 5, 2011 - 9:55:42 AM
Last modification on : Tuesday, August 24, 2021 - 4:52:09 PM
Long-term archiving on: : Friday, November 16, 2012 - 2:20:44 PM
Contributor : Gilles Chabert Connect in order to contact the contributor
Submitted on : Monday, December 5, 2011 - 9:55:42 AM
Last modification on : Tuesday, August 24, 2021 - 4:52:09 PM
Long-term archiving on: : Friday, November 16, 2012 - 2:20:44 PM
File
trombettoni_AAAI2011.pdf
Files produced by the author(s)