An efficient algorithm for range computation of polynomials using the Bernstein form

We present a novel optimization algorithm for computing the ranges of multivariate polynomials using the Bernstein polynomial approach. The proposed algorithm incorporates four accelerating devices, namely the cut-off test, the simplified vertex test, the monotonicity test, and the concavity test, a...

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Veröffentlicht in:Journal of global optimization 2009-11, Vol.45 (3), p.403-426
Hauptverfasser: Ray, Shashwati, Nataraj, P. S. V.
Format: Artikel
Sprache:eng
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Zusammenfassung:We present a novel optimization algorithm for computing the ranges of multivariate polynomials using the Bernstein polynomial approach. The proposed algorithm incorporates four accelerating devices, namely the cut-off test, the simplified vertex test, the monotonicity test, and the concavity test, and also possess many new features, such as, the generalized matrix method for Bernstein coefficient computation, a new subdivision direction selection rule and a new subdivision point selection rule. The features and capabilities of the proposed algorithm are compared with those of other optimization techniques: interval global optimization, the filled function method, a global optimization method for imprecise problems, and a hybrid approach combining simulated annealing, tabu search and a descent method. The superiority of the proposed method over the latter methods is illustrated by numerical experiments and qualitative comparisons.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-008-9382-y