A geometric approach to global optimization

  • In this paper we consider the problem of optimizing a piecewise-linear objective function over a non-convex domain. In particular we do not allow the solution to lie in the interior of a prespecified region R. We discuss the geometrical properties of this problems and present algorithms based on combinatorial arguments. In addition we show how we can construct quite complicated shaped sets R while maintaining the combinatorial properties.

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Metadaten
Author:Stefan Nickel, Anita Schöbel
URN (permanent link):urn:nbn:de:hbz:386-kluedo-4691
Serie (Series number):Report in Wirtschaftsmathematik (WIMA Report) (27)
Document Type:Preprint
Language of publication:English
Year of Completion:1999
Year of Publication:1999
Publishing Institute:Technische Universität Kaiserslautern
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:510 Mathematik

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