Applying term consistency to an inequality constrained interval global optimization problem

摘要

One embodiment of the present invention provides a system that solves a global optimization problem specified by a function ƒ and a set of inequality constraints p_i(x)≦0 (i=1, . . . , m), wherein ƒ and p_i are scalar functions of a vector x=(x₁, x₂, x₃, . . . x_n). The system operates by receiving a representation of the function ƒ and the set of inequality constraints, and then storing the representation in a memory within the computer system. Next, the system performs an interval inequality constrained global optimization process to compute guaranteed bounds on the minimum value of the function ƒ(x) subject to the set of inequality constraints. While performing the interval global optimization process, the system applies term consistency at various places in the process over a subbox X, and excludes any portion of the subbox X that violates term consistency.