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A New Subdivision Algorithm for the Bernstein Polynomial Approach to Global Optimization
引用本文:P. S. V. Nataraj M. Arounassalame. A New Subdivision Algorithm for the Bernstein Polynomial Approach to Global Optimization[J]. 国际自动化与计算杂志, 2007, 4(4): 342-352. DOI: 10.1007/s11633-007-0342-7
作者姓名:P. S. V. Nataraj M. Arounassalame
作者单位:Systems and Control Engineering ACRE Building,Indian Institute of Technology Bombay,Powai,Mumbai 400076,India,Systems and Control Engineering,ACRE Building,Indian Institute of Technology Bombay,Powai,Mumbai 400076,India
摘    要:In this paper,an improved algorithm is proposed for unconstrained global optimization to tackle non-convex nonlinear multivariate polynomial programming problems.The proposed algorithm is based on the Bernstein polynomial approach.Novel features of the proposed algorithm are that it uses a new rule for the selection of the subdivision point,modified rules for the selection of the subdivision direction,and a new acceleration device to avoid some unnecessary subdivisions.The performance of the proposed algorithm is numerically tested on a collection of 16 test problems.The results of the tests show the proposed algorithm to be superior to the existing Bernstein algorithm in terms of the chosen performance metrics.

关 键 词:Bernstein多项式 整体优化 非线性优化 多项式
收稿时间:2007-02-26
修稿时间:2007-02-26

A new subdivision algorithm for the Bernstein polynomial approach to global optimization
P. S. V. Nataraj,M. Arounassalame. A new subdivision algorithm for the Bernstein polynomial approach to global optimization[J]. International Journal of Automation and computing, 2007, 4(4): 342-352. DOI: 10.1007/s11633-007-0342-7
Authors:P. S. V. Nataraj  M. Arounassalame
Affiliation:(1) Systems and Control Engineering, ACRE Building, Indian Institute of Technology Bombay, Powai, Mumbai, 400 076, India
Abstract:In this paper,an improved algorithm is proposed for unconstrained global optimization to tackle non-convex nonlinear multivariate polynomial programming problems.The proposed algorithm is based on the Bernstein polynomial approach.Novel features of the proposed algorithm are that it uses a new rule for the selection of the subdivision point,modified rules for the selection of the subdivision direction,and a new acceleration device to avoid some unnecessary subdivisions.The performance of the proposed algorithm is numerically tested on a collection of 16 test problems.The results of the tests show the proposed algorithm to be superior to the existing Bernstein algorithm in terms of the chosen performance metrics.
Keywords:Bernstein polynomials  global optimization  nonlinear optimization  polynomial optimization  unconstrained optimization
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