Simplifying a special class of mathematical programs arising in design problems

✍ Scribed by Samer Takriti; Charles H. Rosa

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 428 KB
• Volume: 106
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/s0377-2217(97)00180-x

✦ Synopsis

We consider a special class of mathematical programs that are encountered in certain design problems. The general form of these problems is Min f(x) + cry s.t. gi(x) <~ O, Dy <<. x <~ Ey, y >>. O, where D and E are diagonal matrices. We suggest an alternative formulation in which the constraints Dy <<. x <~ Ey are eliminated without increasing the number of variables. Numerical results indicate significant savings in the number of iterations and computer time needed to solve the problem.