Convexification and Global Optimization in Continuous and - download pdf or read online

By Mohit Tawarmalani

ISBN-10: 1441952357

ISBN-13: 9781441952356

ISBN-10: 1475735324

ISBN-13: 9781475735321

Interest in limited optimization originated with the easy linear professional­ gramming version because it used to be useful and maybe the single computationally tractable version on the time. restricted linear optimization types have been quickly followed in several program components and are probably the main generic mathematical versions in operations learn and administration technology on the time of this writing. Modelers have, in spite of the fact that, stumbled on the belief of linearity to be overly restrictive in expressing the real-world phenomena and difficulties in economics, finance, enterprise, conversation, engineering layout, computational biology, and different components that regularly call for using nonlinear expressions and discrete variables in optimization types. either one of those extensions of the linear programming version are NP-hard, therefore representing very demanding difficulties. at the brighter facet, contemporary advances in algorithmic and computing expertise give the opportunity to re­ stopover at those issues of the desire of fixing virtually proper difficulties in average quantities of computational time. preliminary makes an attempt at fixing nonlinear courses focused on the de­ velopment of neighborhood optimization tools ensuring globality below the idea of convexity. however, the integer programming liter­ ature has focused on the improvement of tools that make certain worldwide optima. the purpose of this publication is to marry the developments in fixing nonlinear and integer programming types and to strengthen new ends up in the extra normal framework of mixed-integer nonlinear courses (MINLPs) with the aim of devising virtually effective international optimization algorithms for MINLPs.

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Additional info for Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications

Example text

22. Consider a nonlinear function ¢(x, y) : En X C I---t lR where X E En and Y E C. Assume that ¢(x, y) is convex when X is fixed. Let f(x, y) be the tightest convex extension of ¢ over H n x C. Then, there exists a function ¢'(x, y) such that: 1. ¢'(x, y) = ¢(x, y) for all (x, y) E En X C, 2. ¢'(x, yO) is a uniquely determined multilinear function for every fixed yO, and 3. convenvHnxC ¢'(x, y) = f(x, V).

This set is the generating set of the epigraph of function ¢. Analogously, we define the c~po ( ¢) as the set of extreme points of the hypograph of the concave envelope of ¢ over C. Whenever we use the term generating set of ¢ without further qualification, it will denote the generating set of the epigraph of ¢. 2 that f(x) = ¢(x) for every x E ct(¢). 8). 16. Let C be a compact convex set. Consider a function ¢ : C J--t lR, and a set X ~ C. Further, let f be the convex envelope of ¢ over C. If it is possible to construct a convex extension of ¢ restricted to X over C, then f is the tightest such convex extension possible if and only if G't( ¢) ~ X.

3 in Rockafellar (1970). 1. Let G = conv(S), where S is a set of points and directions, and let G' be a nonempty face ofG. Then G' = conv(S'), where S' consists of the points in S which belong to G' and the directions in S which are directions of recession of C'. We now derive a few properties of the convex envelope as a corollary of the above result. 2. Let be the epigraph of ¢(x) and F the epigraph of the convex envelope of ¢. Let F' be a nonempty face of F. Then F' = conv('), where ' consists of the points in which belong to F'.

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Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications by Mohit Tawarmalani


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