Exclusion regions for optimization problems (Q2250096): Difference between revisions

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Exclusion regions for optimization problems
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    Exclusion regions for optimization problems (English)
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    4 July 2014
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    The authors consider the global optimization problem \[ \min f(x)\text{ s.t. }F(x) =0,\;x \in \mathbf{x} (\text{box})= [\underline{x}, \overline{x}]\in\mathbb R^n. \] Branch and bound methods using constraint propagation methods for solving this problem in a verified way suffer from the so-called cluster effect. This paper discusses the reasons for the occurrence of this so-called cluster effect, and how to reduce the cluster effect by defining exclusion regions around each local minimum found. In addition, a method is introduced for verifying the existence of a feasible point close to an approximate local minimum. Examples illustrate the given theory.
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    global optimization
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    validated enclosure
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    existence test
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    uniqueness test
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    inclusion region
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    exclusion region
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    branch and bound
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    cluster effect
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    Krawczyk operator
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    Kantorovich theorem
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    backboxing
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    affine invariant
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    numerical examples
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