Abstract
Three feasibility sampling procedures are developed as add-on acceleration strategies in interval methods for solving global optimization problem over a bounded interval domain subject to one or two additional linear constraints. The main features of all three procedures are their abilities to quickly test any sub-domain’s feasibility and to actually locate a feasible point if the feasible set within the sub-domain is nonempty. This add-on feature of feasibility sampling can significantly lower upper bounds of the best objective function value in any interval method and improve its convergence and effectiveness.
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Ying, M., Sun, M. Some feasibility sampling procedures in interval methods for constrained global optimization. J Glob Optim 67, 379–397 (2017). https://doi.org/10.1007/s10898-015-0362-8
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DOI: https://doi.org/10.1007/s10898-015-0362-8