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Linear decomposition approach for a class of nonconvex programming problems

机译:一类非凸规划问题的线性分解方法

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摘要

This paper presents a linear decomposition approach for a class of nonconvex programming problems by dividing the input space into polynomially many grids. It shows that under certain assumptions the original problem can be transformed and decomposed into a polynomial number of equivalent linear programming subproblems. Based on solving a series of liner programming subproblems corresponding to those grid points we can obtain the near-optimal solution of the original problem. Compared to existing results in the literature, the proposed algorithm does not require the assumptions of quasi-concavity and differentiability of the objective function, and it differs significantly giving an interesting approach to solving the problem with a reduced running time.
机译:通过将输入空间划分为多项式多个网格,本文提出了一种用于一类非凸规划问题的线性分解方法。它表明,在某些假设下,原始问题可以被变换和分解为等效线性规划子问题的多项式。基于解决与那些网格点相对应的一系列线性规划子问题,我们可以获得原始问题的近似最优解。与文献中的现有结果相比,所提出的算法不需要假设目标函数的拟凹性和可微性,并且其显着不同,从而提供了一种有趣的方法来减少运行时间。

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