A Geometric Approach to Global Optimization |
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Authors: | Stefan Nickel Anita Schöbel |
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Affiliation: | (1) Fachbereich Mathematik, Universität Kaiserslautern, D-67653 Kaiserslautern, Germany |
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Abstract: | 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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Keywords: | Reverse convex constraints Geometric approach Discretization Piecewise linear programs |
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