Some feasibility sampling procedures in interval methods for constrained global optimization

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• 作者：Mengyi Ying ; Min Sun
• 关键词：Interval method ; Feasible sampling ; Linear constraints
• 刊名：Journal of Global Optimization
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：67
• 期：1-2
• 页码：379-397
• 全文大小：
• 刊物类别：Business and Economics
• 刊物主题：Optimization; Operation Research/Decision Theory; Real Functions; Computer Science, general;
• 出版者：Springer US
• ISSN：1573-2916
• 卷排序：67

文摘

Three feasibility sampling procedures are developed as add-on acceleration strategies in interval methods for solving global optimization problem over a bounded interval domain subject to one or two additional linear constraints. The main features of all three procedures are their abilities to quickly test any sub-domain’s feasibility and to actually locate a feasible point if the feasible set within the sub-domain is nonempty. This add-on feature of feasibility sampling can significantly lower upper bounds of the best objective function value in any interval method and improve its convergence and effectiveness.