Piecewise linear optimization: Duality and numerical results

Computing ◽  
1981 ◽  
Vol 27 (4) ◽  
pp. 285-298
Author(s):  
J. K. Brunner
2013 ◽  
Vol 2013 ◽  
pp. 1-10
Author(s):  
Hamid Reza Erfanian ◽  
M. H. Noori Skandari ◽  
A. V. Kamyad

We present a new approach for solving nonsmooth optimization problems and a system of nonsmooth equations which is based on generalized derivative. For this purpose, we introduce the first order of generalized Taylor expansion of nonsmooth functions and replace it with smooth functions. In other words, nonsmooth function is approximated by a piecewise linear function based on generalized derivative. In the next step, we solve smooth linear optimization problem whose optimal solution is an approximate solution of main problem. Then, we apply the results for solving system of nonsmooth equations. Finally, for efficiency of our approach some numerical examples have been presented.


Computing ◽  
1980 ◽  
Vol 25 (1) ◽  
pp. 59-76 ◽  
Author(s):  
J. K. Brunner

1998 ◽  
Vol 80 (3) ◽  
pp. 315-380 ◽  
Author(s):  
Andrew R. Conn ◽  
Marcel Mongeau

1990 ◽  
Vol 22 (02) ◽  
pp. 480-483 ◽  
Author(s):  
M. J. Faddy

Birth processes with piecewise linear birth rates are analysed, and numerical results suggest that, relative to the linear case, convex birth rates increase variability and concave birth rates decrease variability.


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