Sequential Piecewise Linear Programming for Convergent Optimization of\n Non-Convex Problems

2020/04/20 by James P. L. Tan, Tan, James P. L.
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Search Problems #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.2004.09474

openalex publication_date 2020/04/20 · openalex created_date 2022/07/26 · openalex updated_date 2026/07/28

Abstract

A sequential piecewise linear programming method is presented where bounded\ndomains of non-convex functions are successively contracted about the solution\nof a piecewise linear program at each iteration of the algorithm. Although\nfeasibility and optimality are not guaranteed, we show that the method is\ncapable of obtaining convergent and optimal solutions on a number of Nonlinear\nProgramming (NLP) and Mixed Integer Nonlinear Programming (MINLP) problems\nusing only a small number of breakpoints and integer variables.\n

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