Optimization model with piecewise linear nonconvex function
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F16%3A73017" target="_blank" >RIV/60460709:41110/16:73017 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Optimization model with piecewise linear nonconvex function
Original language description
We present a new approach to solution of a specific class of constrainted optimization problems where the objective function is piecewise linear nonconvex while considering the search space to be represented by a convex polytope. The matter of nonconvexity is generally known to pose problems in a search for the optimal solution. The presence of piecewise linear objective function causes the search space to have some interesting properties we describe before the algorithm itself. We propose the way of transformation of a nonconvex problem into a multiobjective optimization problem and we further utilize modified multiobjective simplex algorithm to reach the optimal solution. In addition, it is shown that the solution of the multiobjective optimization problem is indeed the solution of the nonconvex optimization problem. Our aim is to show an alternative way to existing algorithms that does not involve the use of integer variables while it is still capable to reach the optimal solution after a finite n
Czech name
—
Czech description
—
Classification
Type
O - Miscellaneous
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
—
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů