Abstract
This paper presents rigorous filtering methods for constraint satisfaction problems based on the interval union arithmetic. Interval unions are finite sets of closed and disjoint intervals that generalize the interval arithmetic. They allow a natural representation of the solution set of interval powers, trigonometric functions and the division by intervals containing zero. We show that interval unions are useful when applied to the forward-backward constraint propagation on directed acyclic graphs (DAGs) and can also replace the interval arithmetic in the Newton operator. Empirical observations support the conclusion that interval unions reduce the search domain even when more expensive state-of-the-art methods fail. Interval unions methods tend to produce a large number of boxes at each iteration. We address this problem by taking a suitable gap-filling strategy. Numerical experiments on constraint satisfaction problems from the COCONUT show the capabilities of the new approach.
This research was supported through the research grants P25648-N25 of the Austrian Science Fund (FWF) and 853930 of the Austrian Research Promotion Agency (FFG). Dedicated to Vladik Kreinovich on the occasion of his 65th birthday.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
F. Domes, GloptLab - a configurable framework for the rigorous global solution of quadratic constraint satisfaction problems. Optim. Methods Softw. 24, 727–747 (2009)
F. Domes, JGloptLab–a rigorous global optimization software, in preparation (2017)
F. Domes, M. Fuchs, H. Schichl, A. Neumaier, The optimization test environment. Optim. Eng. 15, 443–468 (2014)
F. Domes, A. Neumaier, Constraint propagation on quadratic constraints. Constraints 15, 404–429 (2010)
F. Domes, A. Neumaier, Rigorous filtering using linear relaxations. J. Glob. Optim. 53, 441–473 (2012)
F. Domes, A. Neumaier, Rigorous verification of feasibility. J. Glob. Optim. 61, 255–278 (2015)
F. Domes, A. Neumaier, Constraint aggregation in global optimization. Math. Program. 155, 375–401 (2016)
D.I. Doser, K.D. Crain, M.R. Baker, V. Kreinovich, M.C. Gerstenberger, Estimating uncertainties for geophysical tomography. Reliab. Comput. 4(3), 241–268 (1998)
E. Hyvönen, Constraint reasoning based on interval arithmetic: the tolerance propagation approach. Artif. Intell. 58, 71–112 (1992)
R.B. Kearfott, M.T. Nakao, A. Neumaier, S.M. Rump, S.P. Shary, P. van Hentenryck, Standardized notation in interval analysis, in Proceedings of the XIII Baikal International School-seminar “Optimization methods and their applications”, vol. 4 (Irkutsk: Institute of Energy Systems, Baikal, 2005), pp. 106–113
V. Kreinovich, Interval computations and interval-related statistical techniques: tools for estimating uncertainty of the results of data processing and indirect measurements. Data Model. Metrol. Test. Meas. Sci. 1–29 (2009)
V. Kreinovich, Decision making under interval uncertainty (and beyond), in Human-Centric Decision-Making Models for Social Sciences, (Springer, Berlin, 2014), pp. 163–193
V. Kreinovich, Solving equations (and systems of equations) under uncertainty: how different practical problems lead to different mathematical and computational formulations. Granul. Comput. 1(3), 171–179 (2016)
V. Kreinovich, Decision Making Under Interval Uncertainty (to appear) (De Gruyter, Berlin, 2018)
V. Kreinovich, A. Bernat, Parallel algorithms for interval computations: an introduction. Interval Comput. 3, 3–6 (1994)
V. Kreinovich, P. Patangay, L. Longpré, S.A. Starks, C. Campos, S. Ferson, L. Ginzburg, Outlier detection under interval and fuzzy uncertainty: algorithmic solvability and computational complexity, in Fuzzy Information Processing Society, 2003. NAFIPS 2003. 22nd International Conference of the North American, (IEEE, 2003), pp. 401–406
V. Kreinovich, S.P. Shary, Interval methods for data fitting under uncertainty: a probabilistic treatment. Reliab. Comput. 23, 105–140 (2016)
T. Montanher, F. Domes, H. Schichl, A. Neumaier, Using interval unions to solve linear systems of equations with uncertainties. BIT Numer. Math. 1–26 (2017)
R.E. Moore, Interval Arithmetic and Automatic Error Analysis in Digital Computing. Ph.D. thesis, (Stanford University, Stanford, CA, USA, 1963)
A. Neumaier, Interval Methods for Systems of Equations, vol. 37, Encyclopedia of Mathematics and its Applications (Cambridge University Press, Cambridge, 1990)
A. Neumaier, Complete search in continuous global optimization and constraint satisfaction. Acta Numer. 1004, 271–369 (2004)
H. Schichl, F. Domes, T. Montanher, K. Kofler, Interval unions. BIT Numer. Math. 1–26 (2016)
H. Schichl, A. Neumaier, Interval analysis on directed acyclic graphs for global optimization. J. Glob. Optim. 33(4), 541–562 (2005)
O. Shcherbina, A. Neumaier, D. Sam-Haroud, X.-H. Vu, T.V. Nguyen, Benchmarking global optimization and constraint satisfaction codes, in Global Optimization and Constraint Satisfaction, ed. by C. Bliek, C. Jermann, A. Neumaier, (Springer, Berlin, 2003) pp. 211–222
V. Telerman, D. Ushakov, Data types in subdefinite models, in International Conference on Artificial Intelligence and Symbolic Mathematical Computing, (Springer, Berlin, 1996), pp. 305–319
I.D. Walker, C. Carreras, R. McDonnell, G. Grimes, Extension versus bending for continuum robots. Int. J. Adv. Robot. Syst. 3(2), 171–178 (2006)
A.G. Yakovlev, Computer arithmetic of multiintervals. Probl. Cybern. 66–81 (1987)
Acknowledgements
The authors would like to thank Dr. Ali Baharev for his valuable comments on the manuscript.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2020 Springer Nature Switzerland AG
About this chapter
Cite this chapter
Domes, F., Montanher, T., Schichl, H., Neumaier, A. (2020). Rigorous Global Filtering Methods with Interval Unions. In: Kosheleva, O., Shary, S., Xiang, G., Zapatrin, R. (eds) Beyond Traditional Probabilistic Data Processing Techniques: Interval, Fuzzy etc. Methods and Their Applications. Studies in Computational Intelligence, vol 835. Springer, Cham. https://doi.org/10.1007/978-3-030-31041-7_14
Download citation
DOI: https://doi.org/10.1007/978-3-030-31041-7_14
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-31040-0
Online ISBN: 978-3-030-31041-7
eBook Packages: Intelligent Technologies and RoboticsIntelligent Technologies and Robotics (R0)