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Finite-budget bounded mixed-integer branch and bound terminates
Statement
For finite bounded integer ranges, a positive integer node budget, and finite oracle calls, Bounded mixed-integer branch and bound with a finite enumeration fallback terminates with a certificate or an explicit inconclusive status. This is a termination claim only; it gives no polynomial bound on the work.
Facts & Assumptions
Given: A finite set of integer assignments, positive integer total node budget , and the algorithm's deterministic main-tree and enumeration procedures.
Each main-tree node evaluation consumes one unit of the finite budget; the enumeration fallback is entered only when each of its finitely many assignments can be given a positive integer continuous node budget whose total is at most the remaining integer budget. Bounded mixed-integer branch and bound with a finite enumeration fallback
Every admissible continuous spatial subcall with a positive integer node budget terminates within that budget. Finite-budget spatial branch and bound always returns a declared status
Proof
The main tree can make at most calls because each call decreases the remaining integer budget. Every integer interval split has at least two values and produces finite children; every continuous split produces two children. Thus no one iteration creates an infinite operation sequence.
Write and let be the remaining integer budget after main-tree calls. The fallback is entered only if . Its allocation rule [F1] writes with integers and , and assigns calls to the first assignments and to the rest. Every subcall therefore has a positive integer node budget, and the allocations sum to . The algorithm represents a zero-dimensional continuous box by a dummy singleton coordinate before calling suppliers, so every spatial input has dimension at least one. Each subcall terminates by [F2]; the finite enumeration and main-tree calls together use at most calls and return in finite time.
Depends on
Used by
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Sources
- Arnold Neumaier, Complete Search in Continuous Global Optimization and Constraint Satisfaction, §§12 and 17 (standard reference, not scraped)