The Bernstein Branch-and-Bound Unconstrained Global Optimization Algorithm for MINLP Problems

被引：1

作者：

Patil, Bhagyesh V. ^{[1
]}

Nataraj, P. S. V. ^{[2
]}

机构：

[1] Univ Nantes, 2 Rue Houssiniere, F-44322 Nantes 3, France

[2] Indian Inst Technol, Syst & Control Engn, Mumbai 400076, Maharashtra, India

来源：

SCIENTIFIC COMPUTING, COMPUTER ARITHMETIC, AND VALIDATED NUMERICS (SCAN 2014) | 2016年 / 9553卷

关键词：

D O I：

10.1007/978-3-319-31769-4_15

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

In this work a Bernstein global optimization algorithm to solve unconstrained polynomial mixed-integer nonlinear programming (MINLP) problems is proposed. The proposed algorithm use a branch-and-bound framework and possesses several new features, such as a modified subdivision procedure, the Bernstein box consistency and the Bernstein hull consistency procedures to prune the solution search space. The performance of the proposed algorithm is numerically investigated and compared with previously reported Bernstein global optimization algorithm on a set of 10 test problems. The findings of the tests establishes the efficacy of the proposed algorithm over the previously reported Bernstein algorithm in terms of the chosen performance metrics.

引用

页码：180 / 198

页数：19

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