A complete closed-form solution to a tropical extremal problem

Publication date 12 October 2012

Numerical mathematical programming methods (65K05) Semifields (12K10) Max-plus and related algebras (15A80) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Abstract: A multidimensional extremal problem in the idempotent algebra setting is considered which consists in minimizing a nonlinear functional defined on a finite-dimensional semimodule over an idempotent semifield. The problem integrates two other known problems by combining their objective functions into one general function and includes these problems as particular cases. A new solution approach is proposed based on the analysis of linear inequalities and spectral properties of matrices. The approach offers a comprehensive solution to the problem in a closed form that involves performing simple matrix and vector operations in terms of idempotent algebra and provides a basis for the development of efficient computational algorithms and their software implementation.

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