Exploiting algebraic structure in global optimization and the Belgian chocolate problem
The Belgian chocolate problem involves maximizing a parameter δ over a non-convex region of polynomials. In this paper we detail a global optimization method for this problem that outperforms previous such methods by exploiting underlying algebraic structure. Previous work has focused on iterative m...
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Veröffentlicht in: | Journal of global optimization 2018-10, Vol.72 (2), p.241-254 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | The Belgian chocolate problem involves maximizing a parameter
δ
over a non-convex region of polynomials. In this paper we detail a global optimization method for this problem that outperforms previous such methods by exploiting underlying algebraic structure. Previous work has focused on iterative methods that, due to the complicated non-convex feasible region, may require many iterations or result in non-optimal
δ
. By contrast, our method locates the largest known value of
δ
in a non-iterative manner. We do this by using the algebraic structure to go directly to large limiting values, reducing the problem to a simpler combinatorial optimization problem. While these limiting values are not necessarily feasible, we give an explicit algorithm for arbitrarily approximating them by feasible
δ
. Using this approach, we find the largest known value of
δ
to date,
δ
=
0.9808348
. We also demonstrate that in low degree settings, our method recovers previously known upper bounds on
δ
and that prior methods converge towards the
δ
we find. |
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ISSN: | 0925-5001 1573-2916 |
DOI: | 10.1007/s10898-018-0659-5 |