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Range bounders for the upper bound #86

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ulinares opened this issue Sep 1, 2020 · 1 comment
Open

Range bounders for the upper bound #86

ulinares opened this issue Sep 1, 2020 · 1 comment

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@ulinares
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ulinares commented Sep 1, 2020

Currently, the linear_dominted_bounder and quadratic_fast_bounder only improves the lower bound, there isn't an implemented way to use these algorithms to improve the upper bound. I have two options in mind to solve this

  • Implement a modified version of the algorithms to address the upper bound case.
  • Make an auxiliary function whose purpose is to apply the algorithms to the negative of the Taylor Model which gives the desired results.

I think the last one is the best option since is easier to implement, but I don't know if this approach will give unexpected results for some cases.

@lbenet
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lbenet commented Sep 2, 2020

Thanks for opening this!

I would proceed as you suggest, using the negative of the TaylorModel. One would expect a factor ~2 in the time to improve both bounds. This probably can be optimized by naive paralelization, using e.g. @threads.

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