Constraint Programming and Safe Global Optimization

International audienceWe investigate the capabilities of constraints programming techniques in rigor- ous global optimization methods. We introduce different constraint programming techniques to reduce the gap between efficient but unsafe systems like Baron1, and safe but slow global optimization approaches. We show how constraint program- ming filtering techniques can be used to implement optimality-based reduction in a safe and efficient way, and thus to take advantage of the known bounds of the ob- jective function to reduce the domain of the variables, and to speed up the search of a global optimum. We describe an efficient strategy to compute very accurate approximations of feasible points. This strategy takes advantage of the Newton method for under-constrained systems of equalities and inequalities to compute efficiently a promising upper bound. Experiments on the COCONUT benchmarks demonstrate that these different techniques drastically improve the performances

The MPFI Library: Towards IEEE 1788-2015 Compliance

International audienceThe IEEE 1788-2015 has standardized interval arithmetic. However, few libraries for interval arithmetic are compliant with this standard. The main features of the IEEE 1788-2015 standard are detailed, namely the structure into 4 levels, the possibility to accomodate a new mathematical theory of interval arithmetic through the notion of flavor, and the mechanism of decoration for handling exceptions. These features were not present in the libraries developed prior to the elaboration of the standard. MPFI is such a library: it is a C library, based on MPFR, for arbitrary precision interval arithmetic. MPFI is not (yet) compliant with the IEEE 1788-2015 standard for interval arithmetic: the planned modifications are presented. Some considerations about performance and HPC on interval computations based on this standard, or on MPFI, conclude the paper

Introduction to the IEEE 1788-2015 Standard for Interval Arithmetic

International audienceInterval arithmetic is a tool of choice for numerical software verification, as every result computed using this arithmetic is self-verified: every result is an interval that is guaranteed to contain the exact numerical values, regardless of uncertainty or roundoff errors. From 2008 to 2015, interval arithmetic underwent a standardization effort , resulting in the IEEE 1788-2015 standard. The main features of this standard are developed: the structure into levels, from the mathematic model to the implementation on computers; the possibility to accommodate different mathematical models, called flavors; the decoration system that keeps track of relevant events during the course of a calculation; the exact dot product for point (as opposed to interval) vectors

Towards a Generic Interval Solver for Differential-Algebraic CSP

International audienceIn this paper, we propose an interval constraint programming approach that can handle the differential-algebraic CSP (DACSP), where an instance is composed of real and functional variables (also called dynamic variables or trajectories) together, and differential and/or “static” numerical constraints among those variables. Differential-Algebraic CSP systems can model numerous real-life problems occurring in physics, biology or robotics. We introduce a solver, built upon the Tubex and Ibex interval libraries, that can rigorously approximate the set of solutions of a DACSP system. The solver achieves temporal slicing and a tree search by splitting trajectories domains. Our approach provides a significant step towards a generic interval CP solver for DACSP that has the potential to handle a large variety of constraints. First experiments highlight that this solver can tackle interval Initial Value Problems (IVP), Boundary Value Problems (BVP) and integro-differential equations