Piecewise linear approximations in nonconvex nonsmooth optimization
β Scribed by M. Gaudioso; E. Gorgone; M. F. Monaco
- Publisher
- Springer-Verlag
- Year
- 2009
- Tongue
- English
- Weight
- 200 KB
- Volume
- 113
- Category
- Article
- ISSN
- 0029-599X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
Following paper [1], significant improvements are proposed as concerns the class of problems that can be solved, the quality of the solution, and the numerical impiementability of the method. Optimization is considered in a Banach space over a nonconvex inf-compact, finitely infrobust set for a mult