Year: 2020
Type: preprint
Abstract: A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although feasibility and optimality are not guaranteed, we show that the method is capable of obtaining convergent and optimal solutions on a number of Nonlinear Programming (NLP) and Mixed Integer Nonlinear Programming (MINLP) problems using only a small number of breakpoints and integer variables.
Source: arXiv (Cornell University)
Author: Tan, James P. L.
Institution: Nanyang Technological University
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3016549379