Global Minimization via Piecewise-Linear Underestimation

Autor:	Olvi L. Mangasarian, J. B. Rosen, M. E. Thompson
Rok vydání:	2005
Předmět:	Maxima and minima Piecewise linear function Control and Optimization Linear programming Applied Mathematics Mathematical analysis Piecewise Function (mathematics) Minification Management Science and Operations Research Convex function Computer Science Applications Mathematics
Zdroj:	Journal of Global Optimization. 32:1-9
ISSN:	1573-2916 0925-5001
DOI:	10.1007/s10898-004-5907-1
Popis:	Given a function on Rn with many multiple local minima we approximate it from below, via concave minimization, with a piecewise-linear convex function by using sample points from the given function. The piecewise-linear function is then minimized using a single linear program to obtain an approximation to the global minimum of the original function. Successive shrinking of the original search region to which this procedure is applied leads to fairly accurate estimates, within 0.57%, of the global minima of synthetic nonconvex piecewise-quadratic functions for which the global minima are known exactly.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6b4a6b1b4258af472bdfa7b112c57b3d https://doi.org/10.1007/s10898-004-5907-1 Zobrazit plný text záznamu Full text from SpringerLink