"Objective Variation Simplex Algorithm for Continuous Piecewise Linear " by Yu Bai, Zhiming Xu et al.

Article Title

Objective Variation Simplex Algorithm for Continuous Piecewise Linear Programming

Authors

Yu Bai, Department of Automation, Tsinghua National Laboratory for Information Science and Technology (TNList), Tsinghua University, Beijing 100084, China.
Zhiming Xu, Faculty of College of Science, Air Force Engineering University, Xi’an 710051, and Department of Automation, Tsinghua University, Beijing 100084, China.
Xiangming Xi, Department of Automation, Tsinghua National Laboratory for Information Science and Technology (TNList), Tsinghua University, Beijing 100084, China.
Shuning Wang, Department of Automation, Tsinghua National Laboratory for Information Science and Technology (TNList), Tsinghua University, Beijing 100084, China.

Keywords

local optimization, continuous piecewise linear programming, modified simplex algorithm

Abstract

This paper works on a modified simplex algorithm for the local optimization of Continuous PieceWise Linear (CPWL) programming with generalization of hinging hyperplane objective and linear constraints. CPWL programming is popular since it can be equivalently transformed into difference of convex functions programming or concave optimization. Inspired by the concavity of the concave CPWL functions, we propose an Objective Variation Simplex Algorithm (OVSA), which is able to find a local optimum in a reasonable time. Computational results are presented for further insights into the performance of the OVSA compared with two other algorithms on random test problems.

DOI

https://doi.org/10.1109/TST.2017.7830897

Publisher

Tsinghua University Press

Recommended Citation

Yu Bai, Zhiming Xu, Xiangming Xi et al. Objective Variation Simplex Algorithm for Continuous Piecewise Linear Programming. Tsinghua Science and Technology 2017, 22(1): 73-82.

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