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A positive constraint-separation margin permits finite certified empty-box detection

Statement

Let D0 be a nonempty compact box and let g1,…,gm:D0→R be continuous, with m≥1. Assume the constraint oracle in Certified constraint-emptiness search with a finite query budget returns finite-time sound lower bounds, and these bounds converge to gi(x) along every nested shrinking sequence with limit x when the precision tends to infinity. If there is a uniform margin δ>0 such that max⁡1≤i≤mgi(x)≥δ for every x∈D0, then the unlimited continuation of the procedure certifies every leaf empty and returns infeasible after finitely many oracle calls. Consequently, a finite query budget at least that call count returns the same result. Conversely, if {x∈D0:gi(x)≤0 (1≤i≤m)}=∅, then such a uniform margin exists. The margin condition is separate from continuity of the objective; objective continuity alone does not certify constraint emptiness.

Facts & Assumptions

Given: A nonempty compact box D0, finitely many continuous constraints g1,…,gm with m≥1, a sound constraint oracle with the stated consistency property, and the deterministic queue, splitting, and precision rules in Certified constraint-emptiness search with a finite query budget.

[F0]

A constrained compact-box instance may have feasible set C={x∈D0:gi(x)≤0 for 1≤i≤m}. Compact-box global minimization problems

[F2]

A continuous image of a compact metric space is compact, and a compact subset of a metric space is closed and bounded. The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset, A compact subset of a metric space is closed and bounded

[F3]

A finite nonempty list of real values has a maximum, and that maximum is one of its entries. Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set

[F4]

Every nonempty subset of R bounded below has an infimum, and values of the set occur arbitrarily close above the infimum. Every nonempty set bounded below has an infimum, Epsilon characterisation of the infimum

[F5]

A point belongs to the closure of a set exactly when every open ball around it meets the set; a closed set contains its closure. The closure of a nonempty A is {x:d(x,A)=0}, equals A together with its limit points, and is the smallest closed superset

[F7]

An unpruned positive-width box is split along a longest coordinate into two closed children covering it; an unpruned singleton is queried repeatedly at increasing precision. Certified constraint-emptiness search with a finite query budget

[F8]

For a valid finite interval-DAG oracle, outward-rounded lower bounds are sound and converge along shrinking boxes when precision tends to infinity in a fixed exponent range that avoids overflow. Outward interval and Lipschitz midpoint bounds are sound and consistent under refinement

[A1]

Each constraint is evaluated by a finite arithmetic DAG whose division denominators stay bounded away from zero and whose exact intermediate values remain within one fixed exponent range. The algorithm increases precision with split depth and with each singleton refinement; every query returns in finite time without an unavailable or non-finite status.

Proof

1.1givenF3algebra

Define h(x)=max⁡1≤i≤mgi(x). This maximum exists and is one of the m values by [F3]. For any x,y∈D0, ∣h(x)−h(y)∣≤max⁡i∣gi(x)−gi(y)∣; the right-hand side tends to zero as y→x because there are finitely many continuous gi. Thus h is continuous.

1.2givenF1F2F4F5F6

The box D0 is nonempty and compact by [F1]. Hence h[D0] is nonempty and compact by [F2], and therefore closed and bounded. By the boundedness definition and [F6], there are c∈R and r>0 such that h[D0]⊆(c−r,c+r), so c−r is a lower bound. Let δ∗=inf⁡h[D0], which exists by [F4]. For every η>0, [F4] gives y∈h[D0] with δ∗≤y<δ∗+η; by [F6] every open ball around δ∗ meets h[D0]. Thus δ∗∈h[D0]‾ by [F5], and closedness gives δ∗∈h[D0]. So h attains its minimum δ∗ on D0.

1.3givenF7F9constructalgebra

Suppose the unlimited procedure split infinitely many boxes. The split tree is binary and finitely branching, so it has an infinite nested branch: at each node choose its first child with infinitely many split descendants, if one exists, and otherwise its second child. This rule is deterministic. Along this branch, longest-side bisection makes every coordinate width tend to zero: for any η>0, each coordinate can be halved while its width is at least η only finitely many times, and each split of a box with maximum width at least η halves one such longest coordinate. Hence all coordinate widths, and the box diameters, tend to zero. The nested interval property gives a unique point x in the intersection of the branch boxes.

2.1givenF0F3step 1.1step 1.2

If C=∅, then every x∈D0 has some gi(x)>0, so h(x)>0. Since h attains its minimum, δ∗=h(x∗)>0 at a minimizing point x∗. This is the required uniform margin and proves the converse.

2.2givenA1F3F8step 1.3algebradischarge-contradiction

By the margin hypothesis and [F3], choose an index i with gi(x)=h(x)≥δ. The interval soundness and consistency result [F8], under the valid-DAG and precision hypotheses [A1], gives ℓi(Bk)→gi(x) along the branch. Thus for some finite k the lower bound is positive. The procedure would then certify Bk empty and would not generate its branch child, contradicting the infinite branch.

3.1givenA1F3F7F8step 2.2algebra

The finite split tree has finitely many generated leaves. Every unpruned positive-width leaf is split by [F7], so any remaining unpruned leaf is a singleton. At such a point x, the margin gives some gi(x)≥δ by [F3]; repeated singleton queries use strictly increasing precision by the schedule in Certified constraint-emptiness search with a finite query budget. Their lower bounds converge to this value by [A1] and [F8], so after finitely many singleton queries one is positive. Every leaf is therefore certified empty after finitely many finite-time oracle calls. The queue empties, and the certified-empty leaf cover of D0 proves infeasibility.

4.1step 3.1algebra∎

Let K be the finite total number of oracle calls established in step 3.1. A budget of at least K does not exhaust before the queue empties, so Certified constraint-emptiness search with a finite query budget returns the same infeasibility certificate; a smaller budget may return only its explicit budget-exhausted status.

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