A new subdivision algorithm for the Bernstein polynomial approach to global optimization

A new subdivision algorithm for the Bernstein polynomial approach to global optimization
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用于全局优化的 Bernstein 多项式方法的新细分算法

DOI:
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发表时间:
2007
影响因子:
4.3
通讯作者:
M. Arounassalame
M. Arounassalame
中科院分区:
计算机科学4区
文献类型:
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作者:
P. Nataraj;M. Arounassalame

文献摘要

被引文献

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针对非凸非线性多元多项式规划问题,提出了一种改进的无约束全局优化算法。该算法是基于伯恩斯坦多项式的方法。新算法的特点是采用了新的细分点选取规则、修改了细分方向选取规则,并采用了新的加速装置以避免不必要的细分。所提出的算法的性能进行了数值测试的16个测试问题的集合。测试结果表明,所提出的算法是上级现有的伯恩斯坦算法在所选择的性能指标。
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.