Two-Segment Separable Programming
File(s)
Date
1978Author
Meyer, Robert R.
Publisher
University of Wisconsin-Madison Department of Computer Sciences
Metadata
Show full item recordAbstract
New iterative separable programming techniques based on two-segment,
piecewise-linear approximations are described for the
minimization of convex separable functions over convex sets. These
techniques have two advantages over traditional separable programming
methods. The first is that they do not require the cumbersome "fine
grid" approximations employed to achieve high accuracy in the usual
separable programming approach. In addition, the new methods yield
feasible solutions with objective values guaranteed to be within any
specified tolerance of optimality. In computational tests with
real-world problems of up to 500 "nonlinear" variables the approach
has exhibited rapid convergence and yielded very close bounds on the
optimal value.
Permanent Link
http://digital.library.wisc.edu/1793/58082Citation
TR320