کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641984 1341325 2008 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Linearly constrained global optimization via piecewise-linear approximation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Linearly constrained global optimization via piecewise-linear approximation
چکیده انگلیسی

This paper considers the problem of optimizing a continuous nonlinear objective function subject to linear constraints via a piecewise-linear approximation. A systematic approach is proposed, which uses a lattice piecewise-linear model to approximate the nonlinear objective function on a simplicial partition and determines an approximately globally optimal solution by solving a set of standard linear programs. The new approach is applicable to any continuous objective function rather than to separable ones only and could be useful to treat more complex nonlinear problems. A numerical example is given to illustrate the practicability.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 214, Issue 1, 15 April 2008, Pages 111–120
نویسندگان
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