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Global optimization of mixed-integer nonlinear (polynomial) programming problems: the Bernstein polynomial approach

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Title Global optimization of mixed-integer nonlinear (polynomial) programming problems: the Bernstein polynomial approach
 
Creator PATIL, BV
NATARAJ, PSV
BHARTIYA, S
 
Subject Bernstein polynomials
Branch-and-bound
Global optimization
Mixed-integer nonlinear programming
OUTER-APPROXIMATION
ALGORITHM
BRANCH
FRAMEWORK
BOUNDS
MINLP
FORM
 
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.
 
Publisher SPRINGER WIEN
 
Date 2014-10-15T13:16:51Z
2014-10-15T13:16:51Z
2012
 
Type Article
 
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
 
Language en