Title | ||
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Supporting global numerical optimization of rational functions by generic symbolic convexity tests |
Abstract | ||
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Convexity is an important property in nonlinear optimization since it allows to apply efficient local methods for finding global solutions. We propose to apply symbolic methods to prove or disprove convexity of rational functions over a polyhedral domain. Our algorithms reduce convexity questions to real quantifier elimination problems. Our methods are implemented and publicly available in the open source computer algebra system Reduce. Our long term goal is to integrate Reduce as a "workhorse" for symbolic computations into a numerical solver. |
Year | DOI | Venue |
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2010 | 10.1007/978-3-642-15274-0_19 | CASC |
Keywords | Field | DocType |
important property,global numerical optimization,symbolic computation,nonlinear optimization,symbolic method,convexity question,efficient local method,generic symbolic convexity test,global solution,system reduce,long term goal,numerical solver,rational function,reduce,global optimization,symbolic numeric computation,implementation,convex functions,quantifier elimination,convex function | Quantifier elimination,Discrete mathematics,Mathematical optimization,Convexity,Computer science,Nonlinear programming,Symbolic computation,Convex function,Solver,Rational function,Computation | Conference |
Volume | ISSN | ISBN |
6244 | 0302-9743 | 3-642-15273-2 |
Citations | PageRank | References |
2 | 0.38 | 13 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Winfried Neun | 1 | 14 | 3.81 |
Thomas Sturm | 2 | 302 | 24.81 |
Stefan Vigerske | 3 | 119 | 10.85 |