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Bound Constraints in GlobSol

 

In GlobSol, bound constraints are handled with the "peeling" process described in [8, §5.2.3,]. In this process, edges of the initial box tex2html_wrap_inline64 are marked as bound constraints in the box data file. For instance, the box data file may contain the information

1.D-10    ! Domain tolerance
-2 2      ! Search region limits on the first variable X(1)
-3 3      ! Search region limits on the second variable X(2)
-4 4      ! Search region limits on the third variable X(3)
T F       ! X(1)>= -2 is a bound constraint
F F       ! No bound constraints on X(2)
T T       ! X(3)>=-4  and X(3)<=4 are both bound constraints

In the peeling scheme, GlobSol produces six initial boxes, consisting of the original box tex2html_wrap_inline1062 and the five degenerate boxes
displaymath1064
The interval Newton method proceeds in lower-dimensional spaces (dimension 2 or dimension 1 in the cases above) on the degenerate sub-boxes. Degenerate boxes are otherwise handled similarly to any other boxes in the branch and bound procedure. Various details in the algorithm prevent redundancy, etc.

This peeling scheme can be the most efficient way of posing the problem when there are a small number of bound constraints, but the amount of computation can increase geometrically as the number of bound constraints increases. It may be better to pose bound constraints as inequality constraints if there are a large number of bound constraints; the user should experiment.



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