Article ID: | iaor20091365 |
Country: | Japan |
Volume: | 51 |
Issue: | 1 |
Start Page Number: | 29 |
End Page Number: | 54 |
Publication Date: | Mar 2008 |
Journal: | Journal of the Operations Research Society of Japan |
Authors: | Kojima Masakazu |
Keywords: | programming: multiple criteria, programming: integer, programming: mathematical |
The aim of this paper is to study how efficiently we evaluate a system of multivariate polynomials and their partial derivatives in homotopy continuation methods. Our major tool is an extension of the Horner scheme, which is popular in evaluating a univariate polynomial, to a multivariate polynomial. But the extension is not unique, and there are many Horner factorizations of a given multivariate polynomial which require different numbers of multiplications. We present exact method for computing a minimum Horner factorization, which can process smaller size polynomials, as well as heuristic methods for a smaller number of multiplications, which can process larger size polynomials. Based on these Horner factorization methods, we then present methods to evaluate a system of multivariate polynomials and their partial derivatives. Numerical results are shown to verify the effectiveness and the efficiency of the proposed methods.