A New Interval Contractor Based on Optimality Conditions for Bound Constrained Global Optimization

Abstract : Bound constrained global optimization problems can be solved by interval branch-and-contract algorithms. These algorithms mainly combine branching steps and interval contractors to process the initial box defined by the bound constraints. These contractors apply constraint propagation techniques or interval operators to constraints that must be verified by the global minimizers, hence eliminating non optimal parts of boxes. We introduce here an interval contractor specifically designed to handle the boundary of the initial box where a minimizer may not be a stationary point. This contractor exploits the optimality conditions and subsumes the classical monotonicity test based on interval arithmetic. It is implemented in an interval branch-and-contract algorithm and the experimental results on a set of standard benchmarks show substantial improvements.
Type de document :
Communication dans un congrès
2018 IEEE 30th International Conference on Tools with Artificial Intelligence (ICTAI), Nov 2018, Volos, France. IEEE, pp.90-97
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-01995939
Contributeur : Ogre Equipe <>
Soumis le : lundi 28 janvier 2019 - 09:12:17
Dernière modification le : lundi 11 février 2019 - 10:54:47

Identifiants

  • HAL Id : hal-01995939, version 1

Collections

Citation

Laurent Granvilliers. A New Interval Contractor Based on Optimality Conditions for Bound Constrained Global Optimization. 2018 IEEE 30th International Conference on Tools with Artificial Intelligence (ICTAI), Nov 2018, Volos, France. IEEE, pp.90-97. 〈hal-01995939〉

Partager

Métriques

Consultations de la notice

17