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Verifying Feasibility

 

Verification of feasibility proceeds as in [6], as also described in [8, §5.2.4,].

The upper bound of an interval value of the objective function tex2html_wrap_inline1090, where tex2html_wrap_inline64 is a point or small interval vector, represents an upper bound on the global optimum only if tex2html_wrap_inline64 is known to contain feasible points of Problem 2. To obtain such verified feasible points, the approximate feasible point finder mentioned in §10 is first applied, then a small box tex2html_wrap_inline64 is constructed about this feasible point. Certain coordinates of tex2html_wrap_inline64 are selectively fixed at their midpoints, and an interval Newton method as in §6 is applied in the subspace defined by the coordinates that are not fixed. See the figure in [7] or [8, Fig. 5.3,].

Because feasibility must be verified to obtain an upper bound on the objective function, adding equality constraints to an unconstrained problem can result in longer running times in find_global_min.

As with verification of existence and uniqueness of critical points, the tolerance in the approximate feasible point finder is set smaller than the widths of the small constructed box, so that actual feasible points will lie near the center of the constructed box. This increases the chances that the interval Newton method will succeed in verification.

If an inequality constraint is certainly feasible, that is, if the interval extension tex2html_wrap_inline60, then tex2html_wrap_inline1076 is ignored in verifying feasibility. Otherwise, tex2html_wrap_inline1076 is treated as an equality constraint tex2html_wrap_inline1056 in the verification process.



R. Baker Kearfott
Wed May 27 11:22:02 CDT 1998