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Continuous Global Optimization based on Contractor Programming

Jordan Ninin 1, 2
1 Lab-STICC_ENSTAB_CID_IHSEV ; OSM
STIC - Pôle STIC [Brest], Lab-STICC - Laboratoire des sciences et techniques de l'information, de la communication et de la connaissance
Abstract : Contractor Programming is a methodology which allows to enclose each algorithm in a unify framework, in order to interact heterogeneous formulations or techniques. In this talk, we will present a general pattern based on contractor programming for designing a global optimization solver. This approach is based on Interval Analysis and can deal with problems with a wide variety of constraints. Using Contractor Programming, we will show a user-friendly way to solve problems with non-smooth functions, disjunctive constraints, non-mathematical constraints (such as "stay in an area defined by a polygon") and constraints with quantifiers (such as ForAll and Exists). This approach allows to design, in a single step, a model and a solver for a given problem. This framework is implemented in the library IBEX (http ://www.ibex-lib.org) which is free available. The goal of this library is to give all tools to the users for designing easily the best solver for its own problem.
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https://hal.archives-ouvertes.fr/hal-01194764
Contributor : Jordan Ninin <>
Submitted on : Monday, September 7, 2015 - 2:57:28 PM
Last modification on : Wednesday, June 24, 2020 - 4:19:24 PM

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  • HAL Id : hal-01194764, version 1

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Jordan Ninin. Continuous Global Optimization based on Contractor Programming. 27th Europeen Conference on Operational Research, Jul 2015, Glasgow, United Kingdom. ⟨hal-01194764⟩

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