TY - GEN
T1 - Estimating Upper Bounds for Improving the Filtering in Interval Branch and Bound Optimizers
AU - Araya, Ignacio
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2014/12/12
Y1 - 2014/12/12
N2 - When interval branch and bound solvers are used for solving constrained global optimization, upper bounding the objective function is an important mechanism which helps to reduce globally the search space. Each time a new upper bound UB is found during the search, a constraint related to the objective function fobj (x). & UB is added in order to prune non-optimal regions. We quantified experimentally that if we knew a close-to-optimal value in advance (without necessarily knowing the corresponding solution), then the performance of the solver could be significantly improved. Thus, in this work we propose a simple mechanism for estimating upper bounds in order to accelerate the convergence of interval branch and bound solvers. The proposal is validated through a series of experiments.
AB - When interval branch and bound solvers are used for solving constrained global optimization, upper bounding the objective function is an important mechanism which helps to reduce globally the search space. Each time a new upper bound UB is found during the search, a constraint related to the objective function fobj (x). & UB is added in order to prune non-optimal regions. We quantified experimentally that if we knew a close-to-optimal value in advance (without necessarily knowing the corresponding solution), then the performance of the solver could be significantly improved. Thus, in this work we propose a simple mechanism for estimating upper bounds in order to accelerate the convergence of interval branch and bound solvers. The proposal is validated through a series of experiments.
KW - branch & bound
KW - global optimization
KW - interval-based solvers
KW - upper bounding
UR - http://www.scopus.com/inward/record.url?scp=84946544480&partnerID=8YFLogxK
U2 - 10.1109/ICTAI.2014.15
DO - 10.1109/ICTAI.2014.15
M3 - Conference contribution
AN - SCOPUS:84946544480
T3 - Proceedings - International Conference on Tools with Artificial Intelligence, ICTAI
SP - 24
EP - 30
BT - Proceedings - 2014 IEEE 26th International Conference on Tools with Artificial Intelligence, ICTAI 2014
PB - IEEE Computer Society
T2 - 26th IEEE International Conference on Tools with Artificial Intelligence, ICTAI 2014
Y2 - 10 November 2014 through 12 November 2014
ER -