Abstract | ||
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Let f ∈ Q[X_1,...,Xn] be of degree D. Algorithms for solving the unconstrained global optimization problem f*=infx∈Rn f(x) are of first importance since this problem appears frequently in numerous applications in engineering sciences. This can be tackled by either designing appropriaten quantifier elimination algorithms or by certifying lower bounds on f* by means of sums of squares decompositions but there is no efficient algorithm for deciding if f* is a minimum. This paper is dedicated to this important problem. We design a probabilistic algorithm that decides, for a given f and the corresponding f*, if f* is reached over Rn and computes a point x* ∈ Rn such that f(x*)=f* if such a point exists. This algorithm makes use of algebraic elimination algorithms and real root isolation. If L is the length of a straight-line program evaluating f, algebraic elimination steps run in O(log(D-1)n6(nL+n4)U((D-1)n+1)3) arithmetic operations in Q where D=deg(f) and U(x)=x(log (x))2 log log (x). Experiments show its practical efficiency. |
Year | DOI | Venue |
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2011 | 10.1145/1993886.1993910 | ISSAC |
Keywords | Field | DocType |
appropriaten quantifier elimination algorithm,degree d,unconstrained global optimization problem,important problem,algebraic elimination algorithm,multivariate polynomial,probabilistic algorithm,log log,arithmetic operation,efficient algorithm,algebraic elimination step,lower bound,program evaluation,quantifier elimination,polynomials,global optimization,sum of squares | Quantifier elimination,Log-log plot,Discrete mathematics,Randomized algorithm,Combinatorics,Algebraic number,Global optimization,Polynomial,Infimum and supremum,Reachability,Mathematics | Conference |
Citations | PageRank | References |
11 | 0.53 | 19 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
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Aurélien Greuet | 1 | 39 | 1.74 |
Mohab Safey El Din | 2 | 450 | 35.64 |