Optimization model with nonconvex monotone piecewise linear objective function

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F15%3A67814" target="_blank" >RIV/60460709:41110/15:67814 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Optimization model with nonconvex monotone piecewise linear objective function
Original language description
The paper describes new approach to solution of some optimization models with non-convex piecewise linear objective function with monotone course. The matter of non-convexity complicates searching for an optimal solution of an optimization problem. We propose computationally tractable algorithm based on multiobjective optimization, capable of solving some non-convex optimization problems. The class of the optimization problems we deal with is specified and written as a mathematical model. The model is then transformed into appropriate form with the help of additional linear constraints. When piecewise linear functions are present, the search space represented here by convex polytope has some interesting properties we describe before the algorithm itself. The algorithm is proposed on the basis of multiobjective simplex algorithm.
Czech name
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Czech description
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Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
33rd International Conference Mathematical Methods in Economics MME 2015, Conference proceedings
ISBN
978-80-261-0539-8
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
243-248
Publisher name
University of West Bohemia, Plzeň
Place of publication
Cheb
Event location
Cheb
Event date
Sep 9, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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