Essential for Extended Supporting Hyperplane (ESH) method
Implementations
SHOT
- IRootsearchMethod.h - Interface for constraint boundary rootsearch algorithms
Finds points on constraint boundaries for ESH hyperplane generation.
Purpose: Given interior point A and exterior point B, find point on boundary where constraint function equals zero (feasibility boundary).
Constraint Rootsearch:
- findZero(ptA, ptB, ...): Search along line segment A→B
- Returns (boundary point, exterior point) pair
- lambdaTol: Tolerance on line parameter
- constrTol: Tolerance on constraint violation
Objective Rootsearch:
- findZero(pt, objLB, objUB, ...): Find objective level set
- Used for objective function cuts
Algorithm:
- Uses bisection or hybrid methods (TOMS 748)
- Requires f(A) < 0 (feasible) and f(B) > 0 (infeasible)
Implementations:
- RootsearchMethodBoost: Boost.Math TOMS 748 or bisection