Hybridizing two linear relaxation techniques in interval-based solvers - Pôle Data, Models, Information, Decisions
Article Dans Une Revue Journal of Global Optimization Année : 2024

Hybridizing two linear relaxation techniques in interval-based solvers

Résumé

In deterministic global optimization, techniques for linear relaxation of a non-convex program are used in the lower bound calculation phase. To achieve this phase, most deterministic global optimization codes use reformulation-linearization techniques. However, there exist also two interval-based polyhedral relaxation techniques which produce reliable bounds without adding new auxiliary variables, and which can take into account mathematical operations and most transcendental functions: (i) the affine relaxation technique, used in the IBBA code, based on affine forms and affine arithmetic, and (ii) the extremal Taylor technique, used in the Ibex-Opt code, which is based on a specific interval-based Taylor form. In this paper, we describe how these two interval-based linear relaxation techniques can be hybridized. These two approaches appear to be complementary, and such a hybrid method performs well on a representative sample of constrained global optimization instances.
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hal-04812289 , version 1 (02-12-2024)

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Ignacio Araya, Frédéric Messine, Jordan Ninin, Gilles Trombettoni. Hybridizing two linear relaxation techniques in interval-based solvers. Journal of Global Optimization, In press, ⟨10.1007/s10898-024-01449-2⟩. ⟨hal-04812289⟩
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