When the expressions defining the objective function, gradient, and constraints are evaluated, intermediate quantities are computed. Under certain circumstances, the relationships among these intermediate quantities can be used, other than in the straightforward way for evaluating the dependent variables, to obtain tighter bounds on the dependent variables or to obtain a conclusion that no optimum can exist within the given box.
For example, suppose
is to be optimized over
.
The global optimum of over is 0, and the unique
optimizer is . If is programmed as
T(1) = X(1)**2
T(2) = X(2)**2
PHI(1) = T(1) - T(1)*T(2) + T(2)
then an early version of GlobSol, compiled with the NAG compiler version 2.1, produces the following list of intermediate operations.
(Different compilers will produce different decompositions, or code lists.) Suppose we know a sharp upper bound on the global optimum, and suppose the sub-box is to be processed. An initial evaluation of the code list (i.e. a forward substitution) gives:
Thus, since and , the
box cannot be rejected just from the computed values. However,
we may set , and solve for in (v):
We may now solve for in (viii), obtaining
Since (with ),
cannot contain both the global optimum and a critical point
of . Thus, the box may
be rejected.