AbsTaylor: Finding inner regions for nonlinear constraint systems with linearizations and absolute values

Ignacio Araya, Victor Reyes

Resultado de la investigación: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

Resumen

In this paper we propose a simple and cheap method for extracting inner polytopes, i.e., entirely feasible convex regions in which all points satisfy the constraints. The method performs an inner linearization of a set of nonlinear constraints by using a Taylor form. Unlike a previous proposal, the expansion point of the Taylor form is not limited to the bounds of the domains; it can be given by any point inside the studied region producing, in general, a tighter approximation. The approach was used as an upper bounding method in a state-of-The-Art global branch & bound optimizer. In the studied instances, the new method finds in average much more inner regions (in 20% of the processed nodes) than the original approach (in 5% of the nodes).

Idioma originalInglés
Título de la publicación alojadaProceedings LeGO 2018 � 14th International Global Optimization Workshop
EditoresAndre H. Deutz, Sander C. Hille, Yaroslav D. Sergeyev, Michael T. M. Emmerich
EditorialAmerican Institute of Physics Inc.
ISBN (versión digital)9780735417984
DOI
EstadoPublicada - 12 feb 2019
Publicado de forma externa
Evento14th International Global Optimization Workshop, LeGO 2018 - Leiden, Países Bajos
Duración: 18 sep 201821 sep 2018

Serie de la publicación

NombreAIP Conference Proceedings
Volumen2070
ISSN (versión impresa)0094-243X
ISSN (versión digital)1551-7616

Conferencia

Conferencia14th International Global Optimization Workshop, LeGO 2018
País/TerritorioPaíses Bajos
CiudadLeiden
Período18/09/1821/09/18

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