A simplicial homology interior-point algorithm for nonlinear programming

Document Type : Original paper

Authors

Department of Mathematics, The University of Jordan, Amman, Jordan

Abstract

In this paper, we investigate the use of computational algebraic topology and simplicial homology within the framework of Sperner’s lemma to solve box- and inequality-constrained nonlinear (nonconvex) programming problems. The homology clustering method we consider provides optimal or near-optimal candidate solutions of locally convex subdomains in the search space by estimating the homology groups of a complex constructed on a hypersurface that is homeomorphic to a complex on the objective function. Each candidate point is then chosen as a starting point for a local iterative interior-point optimization technique that performs well on the corresponding locally convex subdomain. The best solution obtained from executing parallel interior-point techniques is the global optimal solution of the problem over the nonconvex domain. In addition, we compare the proposed method with the existing topographical interior-point approach and other solvers across various test problems. The computational results demonstrate that the simplicial interior-point algorithm performs well in finding the global minimum and outperforms both the topographical interior-point algorithm and the MIDACO solver in practice.

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Main Subjects


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