Rigorous solution techniques for numerical constraint satisfaction problems

A constraint satisfaction problem (e.g., a system of equations and inequalities) consists of a finite set of constraints specifying which value combinations from given variable domains are admitted. It is called numerical if its variable domains are continuous. Such problems arise in many applications, but form a difficult problem class since they are NP-hard. Solving a constraint satisfaction problem is to find one or more value combinations satisfying all its constraints. Numerical computations on floating-point numbers in computers often suffer from rounding errors. The rigorous control of rounding errors during numerical computations is highly desired in many applications because it would benefit the quality and reliability of the decisions based on the solutions found by the computations. Various aspects of rigorous numerical computations in solving constraint satisfaction problems are addressed in this thesis: search, constraint propagation, combination of inclusion techniques, and post-processing. The solution of a constraint satisfaction problem is essentially performed by a search. In this thesis, we propose a new complete search technique (i.e., it can find all solutions within a predetermined tolerance) for numerical constraint satisfaction problems. This technique is general and can be used in place of branching steps in most branch-and-prune methods. Moreover, this new technique speeds up the most recent general search strategy (often by an order of magnitude) and provides a concise representation of solutions. To make a constraint satisfaction problem easier to solve, a major approach, called constraint propagation, in the constraint programming1 field is often used to reduce the variable domains (by discarding redundant value combinations from the domains). Basing on directed acyclic graphs, we propose a new constraint propagation technique and a method for coordinating constraint propagation and search. More importantly, we propose a novel generic scheme for combining multiple inclusion techniques2 in numerical constraint propagation. This scheme allows bringing into the constraint propagation framework the strengths of various techniques coming from different fields. To illustrate the flexibility and efficiency of the generic scheme, we base on this scheme and devise several specific combination strategies for rigorous numerical constraint propagation using interval constraint propagation, interval arithmetic, affine arithmetic, and linear programming. Our experiments show that the new propagation techniques outperform previously available methods by 1 to 4 orders of magnitude or more in speed. We also propose several post-processing techniques for the representation of continuums of solutions. Based on connectedness, they allow grouping each cluster of connected solution subsets into a larger subset, thus allowing getting additional grouping information. Potentially, these techniques enable interval-based solution techniques to