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  • https://doi.org/10.1007/s41066-018-0134-1Copy DOI Icon

A new box selection criterion in interval Bernstein global optimization algorithm for MINLPs

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Abstract

Mixed-integer nonlinear programming (MINLP) problems are known to be challenging due to the involvement of nonlinear mathematical relations and combinatorial complexities. In this paper, an interval form-based Bernstein global optimization algorithm is presented to solve polynomial MINLP problems. The major contribution of this paper is a new box selection criterion for this interval form-based Bernstein global optimization algorithm. This new box selection criterion promotes fast convergence of the Bernstein algorithm. Moreover, the new box selection criterion allows the construction of a hybrid branch-and-bound framework for the Bernstein algorithm, wherein a local search method is used to obtain a good upper bound on the global minimum, and the Bernstein form is employed to obtain a valid lower bound on the global minimum. We show with numerical results that it is possible to obtain a significant reduction in the number of subdivisions required with this new box selection criterion. Furthermore, the Bernstein algorithm with this new box selection criterion is evaluated numerically on a variety of small- to medium-size MINLP problem instances and its performance is compared with the previously reported Bernstein global optimization algorithm as well as with a few state-of-the-art MINLP solvers. The results of the numerical studies demonstrate satisfactory performance in terms of the chosen performance metrics. Finally, the trim-loss minimization problem from the paper industry is solved to demonstrate the practical applicability of the Bernstein algorithm.

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