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Revisiting the upper bounding process in a safe Branch and Bound algorithm

Abstract

Finding feasible points for which the proof succeeds is a critical issue in safe Branch and Bound algorithms which handle continuous problems. In this paper, we introduce a new strategy to compute very accurate approximations of feasible points. This strategy takes advantage of the Newton method for under-constrained systems of equations and inequalities. More precisely, it exploits the optimal solution of a linear relaxation of the problem to compute efficiently a promising upper bound. First experiments on the Coconuts benchmarks demonstrate that this approach is very effective.Comment: Optimization, continuous domains, nonlinear constraint problems, safe constraint based approaches; 14th International Conference on Principles and Practice of Constraint Programming, Sydney : Australie (2008

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