A multidimensional tropical optimization problem with a non-linear objective function and linear constraints
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Abstract: We examine a multidimensional optimisation problem in the tropical mathematics setting. The problem involves the minimisation of a nonlinear function defined on a finite-dimensional semimodule over an idempotent semifield subject to linear inequality constraints. We start with an overview of known tropical optimisation problems with linear and nonlinear objective functions. A short introduction to tropical algebra is provided to offer a formal framework for solving the problem under study. As a preliminary result, a solution to a linear inequality with an arbitrary matrix is presented. We describe an example optimisation problem drawn from project scheduling and then offer a general representation of the problem. To solve the problem, we introduce an additional variable and reduce the problem to the solving of a linear inequality, in which the variable plays the role of a parameter. A necessary and sufficient condition for the inequality to hold is used to evaluate the parameter, whereas the solution to the inequality is considered a solution to the problem. Based on this approach, a complete direct solution in a compact vector form is derived for the optimisation problem under fairly general conditions. Numerical and graphical examples for two-dimensional problems are given to illustrate the obtained results.
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Cited in
(22)- Tropical optimization problems with application to project scheduling with minimum makespan
- Using tropical optimization to solve minimax location problems with a rectilinear metric on the line
- Direct solution to constrained tropical optimization problems with application to project scheduling
- Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance
- Algebraic solution of a problem of optimal project scheduling in project management
- Using tropical optimization techniques in bi-criteria decision problems
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