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 language | English |
|---|---|
| Pages (from-to) | 233-242 |
| Number of pages | 10 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | 230 |
| Issue number | 1 |
| DOIs | |
| State | Published - 1 Aug 2009 |
Keywords
- Condition number
- Grid subdivision
- Singly exponential
- Steepest descent method
- Sturm's theorem
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