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Exploiting algebraic structure in global optimization and the Belgian chocolate problem

Author

Listed:
  • Zachary Charles

    (University of Wisconsin-Madison)

  • Nigel Boston

    (University of Wisconsin-Madison
    University of Wisconsin-Madison)

Abstract

The Belgian chocolate problem involves maximizing a parameter $$\delta $$ δ over a non-convex region of polynomials. In this paper we detail a global optimization method for this problem that outperforms previous such methods by exploiting underlying algebraic structure. Previous work has focused on iterative methods that, due to the complicated non-convex feasible region, may require many iterations or result in non-optimal $$\delta $$ δ . By contrast, our method locates the largest known value of $$\delta $$ δ in a non-iterative manner. We do this by using the algebraic structure to go directly to large limiting values, reducing the problem to a simpler combinatorial optimization problem. While these limiting values are not necessarily feasible, we give an explicit algorithm for arbitrarily approximating them by feasible $$\delta $$ δ . Using this approach, we find the largest known value of $$\delta $$ δ to date, $$\delta = 0.9808348$$ δ = 0.9808348 . We also demonstrate that in low degree settings, our method recovers previously known upper bounds on $$\delta $$ δ and that prior methods converge towards the $$\delta $$ δ we find.

Suggested Citation

  • Zachary Charles & Nigel Boston, 2018. "Exploiting algebraic structure in global optimization and the Belgian chocolate problem," Journal of Global Optimization, Springer, vol. 72(2), pages 241-254, October.
  • Handle: RePEc:spr:jglopt:v:72:y:2018:i:2:d:10.1007_s10898-018-0659-5
    DOI: 10.1007/s10898-018-0659-5
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