Linearly constrained global optimization via piecewise-linear approximation
نویسندگان
چکیده
منابع مشابه
Global Minimization via Piecewise-Linear Underestimation
Given a function on Rn with many multiple local minima we approximate it from below, via concave minimization, with a piecewise-linear convex function by using sample points from the given function. The piecewise-linear function is then minimized using a single linear program to obtain an approximation to the global minimum of the original function. Successive shrinking of the original search r...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2008
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.02.006