Piecewise-Linear Approximation Methods for Nonseparable Convex Optimization

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

network optimization with piecewise linear convex costs

the problem of finding the minimum cost multi-commodity flow in an undirected and completenetwork is studied when the link costs are piecewise linear and convex. the arc-path model and overflowmodel are presented to formulate the problem. the results suggest that the new overflow model outperformsthe classical arc-path model for this problem. the classical revised simplex, frank and wolf and a ...

متن کامل

Unified Methods for Exploiting Piecewise Linear Structure in Convex Optimization

We develop methods for rapidly identifying important components of a convex optimization problem for the purpose of achieving fast convergence times. By considering a novel problem formulation—the minimization of a sum of piecewise functions—we describe a principled and general mechanism for exploiting piecewise linear structure in convex optimization. This result leads to a theoretically justi...

متن کامل

Network Optimization with Piecewise Linear Convex Costs

The problem of finding the minimum cost multi-commodity flow in an undirected and complete network is studied when the link costs are piecewise linear and convex. The arc-path model and overflow model are presented to formulate the problem. The results suggest that the new overflow model outperforms the classical arc-path model for this problem. The classical revised simplex, Frank and Wolf and...

متن کامل

A Computational Analysis of Convex Combination Models for Multidimensional Piecewise-Linear Approximation in Oil Production Optimization

The lift-gas allocation problem with pressure-drop constraints and well-separator routing is a mixed-integer nonlinear program considerably hard to solve. To this end, a mixed-integer linear programming formulation was developed by multidimensional piecewiselinearization of pressure drop functions using standard (CC) and logarithmic (Log) aggregated models. These models were compared by means o...

متن کامل

Convex piecewise-linear fitting

We consider the problem of fitting a convex piecewise-linear function, with some specified form, to given multi-dimensional data. Except for a few special cases, this problem is hard to solve exactly, so we focus on heuristic methods that find locally optimal fits. The method we describe, which is a variation on the K-means algorithm for clustering, seems to work well in practice, at least on d...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Management Science

سال: 1988

ISSN: 0025-1909,1526-5501

DOI: 10.1287/mnsc.34.3.411