Exploiting algebraic structure in global optimization and the Belgian chocolate problem

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Publication:1756771




Abstract: The Belgian chocolate problem involves maximizing a parameter {delta} over a non-convex region of polynomials. In this paper we detail a global optimization method for this problem that outperforms previous such methods by exploiting underlying algebraic structure. Previous work has focused on iterative methods that, due to the complicated non-convex feasible region, may require many iterations or result in non-optimal {delta}. By contrast, our method locates the largest known value of {delta} in a non-iterative manner. We do this by using the algebraic structure to go directly to large limiting values, reducing the problem to a simpler combinatorial optimization problem. While these limiting values are not necessarily feasible, we give an explicit algorithm for arbitrarily approximating them by feasible {delta}. Using this approach, we find the largest known value of {delta} to date, {delta} = 0.9808348. We also demonstrate that in low degree settings, our method recovers previously known upper bounds on {delta} and that prior methods converge towards the {delta} we find.





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