An Interval Filtering Operator for Upper and Lower Bounding in Constrained Global Optimization

Abstract

This paper presents a new interval-based operator for continuous constrained global optimization. It is built upon a new filtering operator, named TEC, which constructs a bounded subtree using a Branch and Contract process and returns the parallel-to-axes hull of the leaf domains/boxes. Two extensions of TEC use the information contained in the leaf boxes of the TEC subtree to improve the two bounds of the objective function value: (i) for the lower bounding, a polyhedral hull of the (projected) leaf boxes replaces the parallel-to-axes hull, (ii) for the upper bounding, a good feasible point is searched for inside a leaf box of the TEC subtree, following a look-ahead principle. The algorithm proposed is an auto-adaptive version of TEC that plays with both extensions according to the outcomes of the upper and lower bounding phases. Experimental results show a significant speed-up on several state-of-the-art instances.