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Condition number based complexity estimate for computing local extrema

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Abstract

In this paper, we present a new algorithm for computing local extrema by modifying and combining algorithms in symbolic and numerical computation. This new algorithm improves the classical steepest descent method that may not terminate, by combining a Sturm's theorem based separation method and a sufficient condition on infeasibility. In addition, we incorporate a grid subdivision method into our algorithm to approximate all local extrema. The complexity of our algorithm is polynomial in a newly defined condition number, and singly exponential in the number of variables.

Original languageEnglish
Pages (from-to)233-242
Number of pages10
JournalJournal of Computational and Applied Mathematics
Volume230
Issue number1
DOIs
StatePublished - 1 Aug 2009

Keywords

  • Condition number
  • Grid subdivision
  • Singly exponential
  • Steepest descent method
  • Sturm's theorem

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