An efficient and safe framework for solving optimization problems

Abstract : Interval methods have shown their ability to locate and prove the existence of a global optima in a safe and rigorous way. Unfortunately, these methods are rather slow. Efficient solvers for optimization problems are based on linear relaxations. However, the latter are unsafe, and thus may overestimate, or, worst, underestimate the very global minima. This paper introduces QuadOpt, an efficient and safe framework to rigorously bound the global optima as well as its location. QuadOpt uses consistency techniques to speed up the initial convergence of the interval narrowing algorithms. A lower bound is computed on a linear relaxation of the constraint system and the objective function. All these computations are based on a safe and rigorous implementation of linear programming techniques. First experimental results are very promising.
Liste complète des métadonnées

Cited literature [14 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-00510304
Contributor : Michel Rueher <>
Submitted on : Wednesday, August 18, 2010 - 3:11:03 PM
Last modification on : Monday, November 5, 2018 - 3:48:02 PM
Document(s) archivé(s) le : Friday, November 19, 2010 - 2:24:56 AM

File

scan-04.pdf
Files produced by the author(s)

Identifiers

Collections

Citation

Yahia Lebbah, Claude Michel, Michel Rueher. An efficient and safe framework for solving optimization problems. Journal of Computational and Applied Mathematics, Elsevier, 2007, 199, pp.372-377,. ⟨10.1016/j.cam.2005.08.037⟩. ⟨hal-00510304⟩

Share

Metrics

Record views

193

Files downloads

99