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Linearly constrained global optimization via piecewise-linear approximation

✍ Scribed by Hao Zhang; Shuning Wang

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
312 KB
Volume
214
Category
Article
ISSN
0377-0427

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✦ Synopsis

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.

πŸ“œ SIMILAR VOLUMES

Optimal control of linearly constrained
Optimal control of linearly constrained linear systems via state parametrization
✍ V. Yen; M. Nagurka πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 634 KB

This paper presents a general computational tool for determining the near-optimal trajectories of linear, lumped parameter, dynamic systems subjected to linear constraints. In the proposed approach each state variable is approximated by the sum of a third-order polynomial and a finite term Fourier-t