A Computer Program for Solving Separable Nonconvex Optimization Problems

A Computer Program for Solving Separable Nonconvex Optimization Problems

The global optima of nonconvex optimization problems are, in general, impossible to find. Many such problems, however, can be approximated arbitrarily closely by separable problems wherein all functions are piecewise linear. Program MOGG is a FORTRAN code which will find a global optimum to these la...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Grotte, Jeffrey H, Falk, James E, McCoy, Paul F
Format: Report
Sprache:eng
Schlagworte:
ALGORITHMS
Branch and bound method
Computer Programming and Software
COMPUTER PROGRAMS
FLOW CHARTING
FORTRAN
Nonconvex programming
NONLINEAR PROGRAMMING
OPTIMIZATION
Theoretical Mathematics
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Zusammenfassung:The global optima of nonconvex optimization problems are, in general, impossible to find. Many such problems, however, can be approximated arbitrarily closely by separable problems wherein all functions are piecewise linear. Program MOGG is a FORTRAN code which will find a global optimum to these latter problems. The code is based on a branch and bound algorithm that is guaranteed to terminate after a finite number of steps. The code incorporates a linear programming subsystem designed to be numerically stable even for ill-conditioned problems.