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Linearly Constrained Global Optimization and Stochastic Differential Equations

✍ Scribed by Panos Parpas; Berç Rustem; Efstratios N. Pistikopoulos

Publisher
Springer US
Year
2006
Tongue
English
Weight
301 KB
Volume
36
Category
Article
ISSN
0925-5001

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Linearly constrained global optimization
Linearly constrained global optimization via piecewise-linear approximation
✍ Hao Zhang; Shuning Wang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 312 KB

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