An Interval Filtering Operator for Upper and Lower Bounding in Constrained Global Optimization

Olivier Sans, Remi Coletta, Gilles Trombettoni
2016 2016 IEEE 28th International Conference on Tools with Artificial Intelligence (ICTAI)  
This paper presents a new interval-based operator for continuous constrained global optimization. It is built upon a new filtering operator, named TEC, which constructs a bounded subtree using a Branch and Contract process and returns the parallel-to-axes hull of the leaf domains/boxes. Two extensions of TEC use the information contained in the leaf boxes of the TEC subtree to improve the two bounds of the objective function value: (i) for the lower bounding, a polyhedral hull of the
more » ... l of the (projected) leaf boxes replaces the parallel-to-axes hull, (ii) for the upper bounding, a good feasible point is searched for inside a leaf box of the TEC subtree, following a look-ahead principle. The algorithm proposed is an auto-adaptive version of TEC that plays with both extensions according to the outcomes of the upper and lower bounding phases. Experimental results show a significant speed-up on several state-of-the-art instances.
doi:10.1109/ictai.2016.0042 dblp:conf/ictai/SansCT16 fatcat:2xafsvalkfgsdliipibmxp73o4