Exploiting algebraic structure in global optimization and the Belgian chocolate problem

Zachary Charles () and Nigel Boston ()
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Zachary Charles: University of Wisconsin-Madison
Nigel Boston: University of Wisconsin-Madison

Journal of Global Optimization, 2018, vol. 72, issue 2, No 5, 254 pages

Abstract: 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.

Keywords: Global optimization; Control theory; Belgian chocolate problem; Stability; Simultaneous stabilization (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10898-018-0659-5

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