haku: @author Meyer, R. R. / yhteensä: 3
viite: 1 / 3
« edellinen | seuraava »
| Tekijä: | Feijoo, B. Meyer, R. R. |
| Otsikko: | Piecewise-linear approximation methods for nonseparable convex optimization. |
| Lehti: | Management Science
1988 : MAR, VOL. 34:3, p. 411-419 |
| Asiasana: | OPTIMIZATION |
| Kieli: | eng |
| Tiivistelmä: | An algorithm is described for the solution of non-separable convex optimization problems. This method utilizes iterative piecewise-linear approximation of the non-separable objective function, but requires function values only along a translated set of axes, thereby avoiding the course of dimensionality commonly associated with grid methods for multidimensional problems. The method is well-suited to linearly constrained large-scale optimization, since the direction-finding problems reduce to linear programs of manageable size. |
« edellinen | seuraava »
SCIMA