Extension of the Grid Linearization Algorithm for Convex Optimization to Nonconvex Nonlinear Programs

Abstract

An algorithm is developed which extends the well known grid linearization method for convex optimization to a class of problems which are not convex. The procedure is a branch and bound method which solves a grid linearization linear program at each stage. Bounds and refinements to the linearization are generated automatically by dual optimizations which involve minimizing single variable nonconvex functions over closed intervals.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1974
Accession Number
ADA013206

Entities

People

  • James K. Hartman

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • California
  • Computational Science
  • Computer Programming
  • Convex Programming
  • Evolutionary Algorithms
  • Intervals
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • New York
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Schools
  • Simplex Method

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Graph Algorithms and Convex Optimization.