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A positive constraint-separation margin permits finite certified empty-box detection
Statement
Let be a nonempty compact box and let be continuous, with . 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 along every nested shrinking sequence with limit when the precision tends to infinity. If there is a uniform margin such that for every , 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 , 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 , finitely many continuous constraints with , 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.
A constrained compact-box instance may have feasible set . Compact-box global minimization problems
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
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
Every nonempty subset of 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
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 is , equals together with its limit points, and is the smallest closed superset
Open balls in the usual metric on are the intervals , and a bounded subset lies in some such ball. The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded, Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space
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
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
Nested closed intervals whose lengths tend to zero have a unique common point. A nested sequence of nonempty closed bounded intervals has nonempty intersection, and the intersection is a single point exactly when the lengths tend to
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
Define . This maximum exists and is one of the values by [F3]. For any , ; the right-hand side tends to zero as because there are finitely many continuous . Thus is continuous.
The box is nonempty and compact by [F1]. Hence is nonempty and compact by [F2], and therefore closed and bounded. By the boundedness definition and [F6], there are and such that , so is a lower bound. Let , which exists by [F4]. For every , [F4] gives with ; by [F6] every open ball around meets . Thus by [F5], and closedness gives . So attains its minimum on .
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 , each coordinate can be halved while its width is at least only finitely many times, and each split of a box with maximum width at least halves one such longest coordinate. Hence all coordinate widths, and the box diameters, tend to zero. The nested interval property gives a unique point in the intersection of the branch boxes.
If , then every has some , so . Since attains its minimum, at a minimizing point . This is the required uniform margin and proves the converse.
By the margin hypothesis and [F3], choose an index with . The interval soundness and consistency result [F8], under the valid-DAG and precision hypotheses [A1], gives along the branch. Thus for some finite the lower bound is positive. The procedure would then certify empty and would not generate its branch child, contradicting the infinite branch.
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 , the margin gives some 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 proves infeasibility.
Let be the finite total number of oracle calls established in step 3.1. A budget of at least 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.
Depends on
- Certified constraint-emptiness search with a finite query budget
- Maximum and minimum of a set
- Compact-box global minimization problems
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- A nested sequence of nonempty closed bounded intervals has nonempty intersection, and the intersection is a single point exactly when the lengths tend to $0$
- Outward interval and Lipschitz midpoint bounds are sound and consistent under refinement
- Every nonempty finite set of reals has a maximum and a minimum
- 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
- Every nonempty set bounded below has an infimum
- Epsilon characterisation of the infimum
- 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
- The absolute value makes $\mathbb{R}$ a metric space: $d(x,y) = |x-y|$ is a metric, its open balls are the intervals $(x-r, x+r)$, and it is unbounded
- Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space
Used by
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Sources
- Arnold Neumaier, Complete Search in Continuous Global Optimization and Constraint Satisfaction, §§11–12 (standard reference, not scraped)