Global optimization of separable objective functions on convex polyhedra via piecewise-linear approximation

DOI10.1016/J.CAM.2005.10.034MaRDI QIDQ2432723zbMATH OpenOpenAlexFDO

Authors Hao Zhang, Shuning Wang

Publication date 25 October 2006

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2005.10.034

zbMATH Keywords

global optimizationnonlinear programmingnumerical examplepiecewise linear approximationseparable objective function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The authors study the optimization problem where the objective function is a separable non-linear function and the constraints are linear. The article starts with a short background introduction to this problem, followed by a description of the piecewise linear approximation approach which is the main contribution of this work. A model of implementing the proposed approach then follows, which concludes with a solved numerical example. The article concludes with a list of useful references.

Recommendations

• Linearly constrained global optimization via piecewise-linear approximation
• Piecewise-Linear Approximation Methods for Nonseparable Convex Optimization
• scientific article; zbMATH DE number 3916036
• Optimal objective function approximation for separable convex quadratic programming
• Integer Programming and Combinatorial Optimization

Cites work

• A global optimization method for nonconvex separable programming problems
• Approximating separable nonlinear functions via mixed zero-one programs
• scientific article; zbMATH DE number 3177183 (Why is no real title available?)
• On mixed-integer zero-one representations for separable lower-semicontinuous piecewise-linear functions

Cited in

(19)

• An effective linear approximation method for separable programming problems
• Optimal objective function approximation for separable convex quadratic programming
• Constraint decomposition algorithms in global optimization
• A geometric approach to global optimization
• A global optimization method for nonconvex separable programming problems
• Piecewise linear bounding functions in univariate global optimization
• Linearly constrained global optimization via piecewise-linear approximation
• Global minimization via piecewise-linear underestimation
• A nonconvex, piecewise linear optimization problem
• Continuous global optimization over polyhedrons: A new introduction to optimization
• Survey of piecewise convex maximization and PCMP over spherical sets
• scientific article; zbMATH DE number 5007493 (Why is no real title available?)
• Checking integral real-time automata for extended linear duration invariants
• scientific article; zbMATH DE number 3916036 (Why is no real title available?)
• Piecewise-Linear Approximation Methods for Nonseparable Convex Optimization
• scientific article; zbMATH DE number 1782578 (Why is no real title available?)
• Integer Programming and Combinatorial Optimization
• Maximin Problem and a Duality Theorem for Mixed‐Integer Quadratic Programming
• An optimization problem with a separable non-convex objective function and a linear constraint

This page was built for publication: Global optimization of separable objective functions on convex polyhedra via piecewise-linear approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2432723)