On the application of the flexible polyhedron method to solve mathematical programming problems (Q1915674)

The flexible polyhedron method is intended for solving unconditional minimization problems. To apply this method to the mathematical programming problem \(\min \varphi_0 (x)\), subject to \(\varphi_j (x) \leq 0\) \((j = 1, \dots, m)\), we introduce a comparison operation for two points \(x,y \in \mathbb{R}^n\) as follows: \(\Phi (x) : = \max \{0, \max \{\varphi_j (x) : j = 1, \dots, m\}\}\). This leads to a method which we used to solve problems of synthesis of a closed multidimensional system of automatic regulation and we show good efficiency. Several variants of the method are discussed.