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The Bernstein Branch-and-Prune Algorithm for Constrained Global Optimization of Multivariate Polynomial MINLPs

机译:多元多项式MINLP约束全局优化的Bernstein分枝算法

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This paper address the global optimization problem of polynomial mixed-integer nonlinear programs (MINLPs). A improved branch-and-prune algorithm based on the Bernstein form is proposed to solve such MINLPs. The algorithm use a new pruning feature based on the Bernstein form, called the Bernstein box and Bernstein hull consistency. The proposed algorithm is tested on a set of 16 MINLPs chosen from the literature. The efficacy of the proposed algorithm is brought out via numerical studies with the previously reported Bernstein algorithms and several state-of-the-art MINLP solvers.
机译:本文解决了多项式混合整数非线性程序(MINLP)的全局优化问题。提出了一种基于伯恩斯坦形式的改进的分支修剪算法来解决这种MINLP问题。该算法使用基于伯恩斯坦形式的新修剪功能,称为伯恩斯坦框和伯恩斯坦船体一致性。在从文献中选择的一组16个MINLP上对提出的算法进行了测试。通过使用先前报道的Bernstein算法和几种最新的MINLP求解器进行数值研究,提出了该算法的有效性。

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