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Box-Constrained Mixed-Integer Polynomial Optimization Using Separable Underestimators

机译:使用可分离低估器的盒子约束混合整数多项式优化

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We propose a novel approach to computing lower bounds for box-constrained mixed-integer polynomial minimization problems. Instead of considering convex relaxations, as in most common approaches, we determine a separable underestimator of the polynomial objective function, which can then be minimized easily over the feasible set even without relaxing integrality. The main feature of our approach is the fast computation of a good separable underestimator; this is achieved by computing tight underestimators monomialwise after an appropriate shifting of the entire polynomial. If the total degree of the polynomial objective function is bounded, it suffices to consider finitely many monomials, the optimal underestimators can then be computed offline and hardcoded. For the quartic case, we determine all optimal monomial underestimators analytically. In the case of pure integer problems, we perform an extensive experimental evaluation of our approach. It turns out that the proposed branch-and-bound algorithm clearly outperforms all standard software for mixed-integer optimization when variable domains contain more than two values, while still being competitive in the binary case. Compared to approaches based on linearization, our algorithm suffers significantly less from large numbers of monomials. It could minimize complete random polynomials on ten variables with domain {-10,..., 10} in less than a minute on average, while no other approach was able to solve any such instance within one hour of running time.
机译:我们提出了一种新的方法来计算盒子约束混合整数最小化问题的下限。除了在最常见的方法中,我们确定多项式物镜的可分离低估的多项式器,而不是考虑凸面的放松,即使在没有放松的完整性的情况下,也可以容易地将其最小化。我们的方法的主要特点是良好的可分离低估器的快速计算;这是通过计算在整个多项式的适当移位之后单组织的紧密低于的低估剂来实现的。如果多项式目标函数的总程度是有界的,则足以考虑许多单体,因此可以从线和硬涂层来计算最佳低低位。对于四静态的情况,我们分析地确定了所有最佳单体低估者。在纯整数问题的情况下,我们对我们的方法进行了广泛的实验评估。事实证明,当可变域包含多于两个值时,所提出的分支和绑定算法显然优于混合整数优化的所有标准软件,同时在二进制情况下竞争竞争。与基于线性化的方法相比,我们的算法从大量单体中遭受显着较小。它可以在域{-10,...,10}的十个变量上最小化完整随机多项式,平均不到一分钟,而其他方法能够在运行时间的一小时内解决任何此类实例。

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