A Contractor Based on Convex Interval Taylor

International audienceInterval Taylor has been proposed in the sixties by the interval analysis community for relaxing continuous non-convex constraint systems. However, it generally produces a non-convex relaxation of the solution set. A simple way to build a convex polyhedral relaxation is to select a corner of the studied domain/box as expansion point of the interval Taylor form, instead of the usual midpoint. The idea has been proposed by Neumaier to produce a sharp range of a single function andby Lin and Stadtherr to handle n × n (square) systems of equations. This paper presents an interval Newton-like operator, called X-Newton, that iteratively calls this interval convexification based on an endpoint interval Taylor. This general-purpose contractor uses no preconditioning and can handle any system of equality and inequality constraints. It uses Hansen's variant to compute the interval Taylor form and uses two opposite corners of the domain for every constraint. The X-Newton operator can be rapidly encoded, and produces good speedups in constrained global optimization and constraint satisfaction. First experiments compare X-Newton with affine arithmetic

When Interval Analysis Helps Inter-Block Backtracking

International audienceInter-block backtracking (IBB) computes all the solutions of sparse systems of non-linear equations over the reals. This algorithm, introduced in 1998 by Bliek et al., handles a system of equations previously decomposed into a set of (small) k × k sub-systems, called blocks. Partial solutions are computed in the different blocks and combined together to obtain the set of global solutions. When solutions inside blocks are computed with interval-based techniques, IBB can be viewed as a new interval-based algorithm for solving decomposed equation systems. Previous implementations used Ilog Solver and its IlcInterval library. The fact that this interval-based solver was more or less a black box implied several strong limitations. The new results described in this paper come from the integration of IBB with the interval-based library developed by the second author. This new library allows IBB to become reliable (no solution is lost) while still gaining several orders of magnitude w.r.t. solving the whole system. We compare several variants of IBB on a sample of benchmarks, which allows us to better understand the behavior of IBB. The main conclusion is that the use of an interval Newton operator inside blocks has the most positive impact on the robustness and performance of IBB. This modifies the influence of other features, such as intelligent backtracking and filtering strategies

Upper Bounding in Inner Regions for Global Optimization under Inequality Constraints

International audienceIn deterministic continuous constrained global optimization, upper bounding the objective function generally resorts to local minimization at several nodes/iterations of the branch and bound. We propose in this paper an alternative approach when the constraints are inequalities and the feasible space has a non-null volume. First, we extract an inner region , i.e., an entirely feasible convex polyhedron or box in which all points satisfy the constraints. Second, we select a point inside the extracted inner region and update the upper bound with its cost. We describe in this paper two original inner region extraction algorithms implemented in our interval B&B called IbexOpt. They apply to nonconvex constraints involving mathematical operators like +,x,power,sqrt,exp,log,sin. This upper bounding shows very good performance obtained on medium-sized systems proposed in the COCONUT suite

lsmear : a variable selection strategy for interval branch and bound solvers

International audienceSmear-based variable selection strategies are well-known and commonly used bybranch-and-prune interval-based solvers. They estimate the impact of the variables on eachconstraint of the system by using the partial derivatives and the sizes of the variable domains.Then they aggregate these values, in some way, to estimate the impact of each variable onthe whole system. The variable with the greatest impact is then selected. A problem of thesestrategies is that they, generally, consider all constraints equally important. In this work, wepropose a new variable selection strategy which first weights the constraints by using theoptimal Lagrangian multipliers of a linearization of the original problem. Then, the impactof the variables is computed with a typical smear-based function but taking into accountthe weights of the constraints. The strategy isg tested on a set of well-known benchmarkinstances outperforming significantly the classical variable selection strategie

Constructive Interval Disjunction

Abstract. This paper presents two new filtering operators for numerical CSPs (systems with constraints over the reals) based on constructive disjunction, as well as a new splitting heuristic. The fist operator (CID) isa generic algorithm enforcing constructive disjunction with intervals. The second one (3BCID) is a hybrid algorithm mixing constructive disjunction and shaving, another technique already used with numerical CSPs through the algorithm 3B. Finally, the splitting strategy learns from the CID filtering step the next variable to be split, with no overhead. Experiments have been conducted with 20 benchmarks. On several benchmarks, CID and 3BCID produce a gain in performance of orders of magnitude over a standard strategy. CID compares advantageously to the 3B operator while being simpler to implement. Experiments suggest to fix the CID-related parameter in 3BCID, offering thus to the user a promising variant of 3B.

Adaptive constructive interval disjunction: algorithms and experiments

International audienceAn operator called CID and an efficient variant 3BCID were proposed in 2007. For the numerical CSP handled by interval methods, these operators compute a partial consistency equivalent to Partition-1-AC for the discrete CSP. In addition to the constraint propagation procedure used to refute a given subproblem, the main two parameters of CID are the number of times the main CID procedure is called and the maximum number of sub-intervals treated by the procedure. The 3BCID operator is state-of-the-art in numerical CSP, but not in constrained global optimization, for which it is generally too costly. This paper proposes an adaptive variant of 3BCID called ACID. The number of variables handled is auto-adapted during the search, the other parameters are fixed and robust to modifications. On a representative sample of instances, ACID appears to work efficiently, both with the HC4 constraint propagation algorithm and with the state-of-the-art Mohc algorithm. Experiments also highlight that it is relevant to auto-adapt only a number of handled variables, instead of a specific set of selected variables. Finally, ACID appears to be the best interval constraint programming operator for solving and optimization, and has been therefore added to the default strategies of the Ibex interval solver

Inner and outer approximations of existentially quantified equality constraints

Abstract. We propose a branch and prune algorithm that is able to compute inner and outer approximations of the solution set of an existentially quantified constraint where existential parameters are shared between several equations. While other techniques that handle such constraints need some preliminary formal simplification of the problem or only work on simpler special cases, our algorithm is the first pure numerical algorithm that can approximate the solution set of such constraints in the general case. Hence this new algorithm allows computing inner approximations that were out of reach until today.