Nonconvex Piecewise-Quadratic Underestimation for Global Minimization

  • Authors:
  • O. L. Mangasarian;J. B. Rosen;M. E. Thompson

  • Affiliations:
  • Aff1 Aff2 Aff3;Department of Computer Science and Engineering, University of California at San Diego, La Jolla, USA 92093;Computer Sciences Department, University of Wisconsin, Madison, USA 53706

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2006

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Abstract

Motivated by the fact that important real-life problems, such as the protein docking problem, can be accurately modeled by minimizing a nonconvex piecewise-quadratic function, a nonconvex underestimator is constructed as the minimum of a finite number of strictly convex quadratic functions. The nonconvex underestimator is generated by minimizing a linear function on a reverse convex region and utilizes sample points from a given complex function to be minimized. The global solution of the piecewise-quadratic underestimator is known exactly and gives an approximation to the global minimum of the original function. Successive shrinking of the initial search region to which this procedure is applied leads to fairly accurate estimates, within 0.0060%, of the global minima of synthetic nonconvex functions for which the global minima are known. Furthermore, this process can approximate a nonconvex protein docking function global minimum within four-figure relative accuracy in six refinement steps. This is less than half the number of refinement steps required by previous models such as the convex kernel underestimator (Mangasarian et al., Computational Optimization and Applications, to appear) and produces higher accuracy here.