Sequential Piecewise Linear Programming for Convergent Optimization of Non-Convex Problems
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Publication:6339083
arXiv2004.09474MaRDI QIDQ6339083
Author name not available (Why is that?)
Publication date: 20 April 2020
Abstract: A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although feasibility and optimality are not guaranteed, we show that the method is capable of obtaining convergent and optimal solutions on a number of Nonlinear Programming (NLP) and Mixed Integer Nonlinear Programming (MINLP) problems using only a small number of breakpoints and integer variables.
Has companion code repository: https://github.com/jamespltan/sppa
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