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Piece-wise linear approximation of functions of two variables

✍ Scribed by Djangir A. Babayev


Book ID
104634623
Publisher
Springer US
Year
1997
Tongue
English
Weight
326 KB
Volume
2
Category
Article
ISSN
1381-1231

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✦ Synopsis


The goal of increasing computational effÉciency is one of the fundamental challenges of both theoretical and applied research in mathematical modeling. The pursuit of this goal has lead to wide diversity of efforts to transform a specific mathematical problem into one that can be solved efficiently. Recent years have seen the emergence of highly efficient methods and software for solving Mixed Integer Programming Problems, such as those embodied in the packages CPLEX, MINTO, XPRESS-MP. The paper presents a method to develop a piece-wise linear approximation of an any desired accuracy to an arbitrary continuous function of two variables. The approximation generalizes the widely known model for approximating single variable functions, and significantly expands the set of nonlinear problems that can be efficiently solved by reducing them to Mixed Integer Programming Problems. By our development, any nonlinear programming problem, including non-convex ones, with an objective function (and/or constraints) that can be expressed as sums of component nonlinear functions of no more than two variables, can be efficiently approximated by a corresponding Mixed Integer Programming Problem.


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