Constrained global optimization of multivariate polynomials using Bernstein branch and prune algorithm
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Title |
Constrained global optimization of multivariate polynomials using Bernstein branch and prune algorithm
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Creator |
NATARAJ, PSV
AROUNASSALAME, M |
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Subject |
Bernstein polynomials
Constrained global optimization Subdivision Pruning |
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Description |
We propose an algorithm for constrained global optimization to tackle non-convex nonlinear multivariate polynomial programming problems. The proposed Bernstein branch and prune algorithm is based on the Bernstein polynomial approach. We introduce several new features in this proposed algorithm to make the algorithm more efficient. We first present the Bernstein box consistency and Bernstein hull consistency algorithms to prune the search regions. We then give Bernstein contraction algorithm to avoid the computation of Bernstein coefficients after the pruning operation. We also include a new Bernstein cutoff test based on the vertex property of the Bernstein coefficients. The performance of the proposed algorithm is numerically tested on 13 benchmark problems. The results of the tests show the proposed algorithm to be overall considerably superior to existing method in terms of the chosen performance metrics.
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Publisher |
SPRINGER
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Date |
2012-06-26T05:30:25Z
2012-06-26T05:30:25Z 2011 |
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Type |
Article
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Identifier |
JOURNAL OF GLOBAL OPTIMIZATION,49(2)185-212
0925-5001 http://dx.doi.org/10.1007/s10898-009-9485-0 http://dspace.library.iitb.ac.in/jspui/handle/100/13973 |
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Language |
English
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