Paula Amaral

Citation:

Amaral, P., and P. Barahona. "A Framework for Optimal Correction of Inconsistent Linear Constraints." Constraints. 10:1 (2005): 67-86.

Abstract:

The problem of inconsistency between constraints often arises in practice as the result, among others, of the complexity of real models or due to unrealistic requirements and preferences. To overcome such inconsistency two major actions may be taken: removal of constraints or changes in the coefficients of the model. This last approach, that can be generically described as ``model corre\-ction" is the problem we address in this paper in the context of linear constraints over the reals. The correction of the right hand side alone, which is very close to a fuzzy constraints approach, was one of the first proposals to deal with inconsistency, as it may be mapped into a linear problem. The correction of both the matrix of coefficients and the right hand side introduces non linearity in the constraints. The degree of difficulty in solving the problem of the optimal correction depends on the objective function, whose purpose is to measure the closeness between the original and corrected model. Contrary to other norms, that provide corrections with quite rigid patterns, the optimization of the important Frobenius norm was still an open problem. We have analyzed the problem using the KKT conditions and derived necessary and sufficient conditions which enabled us to unequivocally characterize local optima, in terms of the solution of the Total Least Squares and the set of active constraints. These conditions justify a set of pruning rules, which proved, in preliminary experimental results, quite successful in a tree search procedure for determining the global minimizer.

Notes:

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