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Reliable Bounds for Convex Relaxation in Interval Global Optimization Codes

机译:间隔全局优化代码中凸松弛的可靠界限

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In order to obtain reliable deterministic global optima, all the computed bounds have to be certified in a way that no numerical error due to floating-point operations can discard a feasible solution. Interval arithmetic Branch and Bound algorithms which are developed since the 1980th possess this property of reliability. However, some new accelerating techniques, such as convex relaxation, could improve the convergence of those reliable global optimization algorithms while keeping the property of reliability. In this work, we show that a floating-point solution obtained by solving a relaxed convex program can be corrected in order to certify that this new lower bound is lower than the real global optimum.
机译:为了获得可靠的确定性全局Optima,所有计算的边界必须以一种方式认证,即由于浮点操作没有数值错误可以丢弃可行的解决方案。自1980年以来开发的间隔算术分支和绑定算法具有这种可靠性的性质。然而,一些新的加速技术,例如凸松弛,可以提高那些可靠的全局优化算法的收敛,同时保持可靠性的性质。在这项工作中,我们表明,可以纠正通过求解放宽的凸面程序而获得的浮点解决方案,以便证明这个新的下限低于真正的全球最佳。

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