Title :
A Scilab based open source toolbox for global optimization using the bernstein form
Author :
Magare, Dhiraj B. ; Patil, Bhagyesh V. ; Vyawahare, Vishwesh A. ; Nataraj, P.S.V.
Author_Institution :
Syst. & Control Eng., Indian Inst. of Technol. Bombay, Mumbai, India
Abstract :
We present an open source toolbox in Scilab for multivariate polynomial optimization based on the Bernstein form. The developed toolbox finds the global minimum of unconstrained polynomial optimization problems. We first describe the method used by the toolbox, and then demonstrate its performance on several standard optimization examples. We also compare the quality of the results obtained using the developed toolbox with those of popular global optimization methods, such as genetic algorithms, simulated annealing, pattern search, and global search interior point methods. The tests show the superior performance of the presented toolbox.
Keywords :
genetic algorithms; high level languages; mathematics computing; polynomials; public domain software; search problems; simulated annealing; Bernstein form; Scilab; genetic algorithms; global optimization methods; global search interior point methods; multivariate polynomial optimization; open source toolbox; pattern search interior point methods; simulated annealing; unconstrained polynomial optimization problems; Heart; Bernstein polynomials; Genetic algorithm; Scilab; Simulated annealing algorithm; global optimization; global search interior point algorithm; multivariate polynomial; pattern search algorithm;
Conference_Titel :
Reliability, Safety and Hazard (ICRESH), 2010 2nd International Conference on
Conference_Location :
Mumbai
Print_ISBN :
978-1-4244-8344-0
DOI :
10.1109/ICRESH.2010.5779610