Efficient evaluation of polynomials and their partial derivatives in homotopy continuation methods

Efficient evaluation of polynomials and their partial derivatives in homotopy continuation methods

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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:
Keywords: programming: multiple criteria, programming: integer, programming: mathematical
Abstract:

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.

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