Optimization model with piecewise linear nonconvex function

Kód výsledku v 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>

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 piecewise linear nonconvex function

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Optimization model with piecewise linear nonconvex function

Popis výsledku anglicky

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

Druh

O - Ostatní výsledky

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

2016

Kód důvěrnosti údajů

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