Optimization model with nonconvex monotone piecewise linear objective function

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Optimization model with nonconvex monotone piecewise linear objective function

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Optimization model with nonconvex monotone piecewise linear objective function

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

6

Strana od-do

243-248

Název nakladatele

University of West Bohemia, Plzeň

Místo vydání

Cheb

Místo konání akce

Cheb

Datum konání akce

9. 9. 2015

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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