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

机译:伯尔斯坦分支和绑定的MINLP问题的非束缚全局优化算法

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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.
机译:在这项工作中,提出了借助于解决无约束多项式混合整数非线性编程(MINLP)问题的伯尔斯坦全局优化算法。该算法使用分支和绑定的框架并拥有多个新功能,例如修改的细分过程,伯尔斯坦框一致性和伯尔斯坦驻军一致性程序来修剪解决方案搜索空间。在数值上研究了所提出的算法的性能,并将其与先前报告的伯恩斯坦全球优化算法进行了比较了一组10个测试问题。测试结果在所选的性能指标方面建立了所提出的算法在先前报告的伯恩斯坦算法上的功效。

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