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A Geometric Approach to Global Optimization (1999)

Nickel, Stefan ; Schöbel, Anita

Springer

Journal of global optimization 15 (1999), S. 109-126

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ISSN: 1573-2916

Keywords: Reverse convex constraints ; Geometric approach ; Discretization ; Piecewise linear programs

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract In this paper we consider the problem of optimizing a piecewise-linear objective function over a non-convex domain. In particular we do not allow the solution to lie in the interior of a prespecified region R. We discuss the geometrical properties of this problems and present algorithms based on combinatorial arguments. In addition we show how we can construct quite complicated shaped sets R while maintaining the combinatorial properties.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1008367608172

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