Global optimization of mixed-integer nonlinear (polynomial) programming problems: the Bernstein polynomial approach
DSpace at IIT Bombay
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Title |
Global optimization of mixed-integer nonlinear (polynomial) programming problems: the Bernstein polynomial approach
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Creator |
PATIL, BV
NATARAJ, PSV BHARTIYA, S |
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Subject |
Bernstein polynomials
Branch-and-bound Global optimization Mixed-integer nonlinear programming OUTER-APPROXIMATION ALGORITHM BRANCH FRAMEWORK BOUNDS MINLP FORM |
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Description |
In this paper, we propose an algorithm for constrained global optimization of mixed-integer nonlinear programming (MINLP) problems. The proposed algorithm uses the Bernstein polynomial form in a branch-and-bound framework. Ingredients such as continuous relaxation, branching for integer decision variables, and fathoming for each subproblem in the branch-and-bound tree are used. The performance of the proposed algorithm is tested and compared with several state-of-the-art MINLP solvers, on two sets of test problems. The results of the tests show the superiority of the proposed algorithm over the state-of-the-art solvers in terms of the chosen performance metrics.
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Publisher |
SPRINGER WIEN
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Date |
2014-10-15T13:16:51Z
2014-10-15T13:16:51Z 2012 |
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Type |
Article
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Identifier |
COMPUTING, 94(2-4)325-343
http://dx.doi.org/10.1007/s00607-011-0175-7 http://dspace.library.iitb.ac.in/jspui/handle/100/14982 |
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Language |
en
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