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
Hauptverfasser: Charles, Zachary, Boston, Nigel
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.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-018-0659-5