Hybridization of Interval CP and Evolutionary Algorithms for Optimizing Difficult Problems [chapter]

Charlie Vanaret, Jean-Baptiste Gotteland, Nicolas Durand, Jean-Marc Alliot
2015 Lecture Notes in Computer Science  
The only rigorous approaches for achieving a numerical proof of optimality in global optimization are interval-based methods that interleave branching of the search-space and pruning of the subdomains that cannot contain an optimal solution. State-of-the-art solvers generally integrate local optimization algorithms to compute a good upper bound of the global minimum over each subspace. In this document, we propose a cooperative framework in which interval methods cooperate with evolutionary
more » ... rithms. The latter are stochastic algorithms in which a population of candidate solutions iteratively evolves in the search-space to reach satisfactory solutions. Within our cooperative solver Charibde, the evolutionary algorithm and the interval-based algorithm run in parallel and exchange bounds, solutions and search-space in an advanced manner via message passing. A comparison of Charibde with state-of-the-art interval-based solvers (GlobSol, IBBA, Ibex) and NLP solvers (Couenne, BARON) on a benchmark of difficult COCONUT problems shows that Charibde is highly competitive against non-rigorous solvers and converges faster than rigorous solvers by an order of magnitude.
doi:10.1007/978-3-319-23219-5_32 fatcat:c7tisd56ezbxrbecjrhzum6ds4