This paper discusses approximations of continuous and mixed-integer nonlinear optimization problems via piecewise linear functions. Various variants of circle cutting problems are considered, where the non-overlap of ...
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This paper discusses approximations of continuous and mixed-integer nonlinear optimization problems via piecewise linear functions. Various variants of circle cutting problems are considered, where the non-overlap of circles impose a non-convex feasible region. While the paper is written in an "easy-to-understand" and "hands-on" style which should be accessible to graduate students, also new ideas are presented. Specifically, piecewise linear functions are employed to yield mixed-integer linear programming problems which provide lower and upper bounds on the original problem, the circle cutting problem. The piecewise linear functions are modeled by five different formulations, containing the incremental and logarithmic formulations. Another variant of the cutting problem involves the assignment of circles to pre-defined rectangles. We introduce a new global optimization algorithm, based on piecewiselinear function approximations, which converges in finitely many iterations to a globally optimal solution. The discussed formulations are implemented in GAMS. All GAMS-files are available for download in the Electronic supplementary material. Extensive computational results are presented with various illustrations.
In this paper we present a novel methodology based on a topological entropy, the so-called persistent entropy, for addressing the comparison between discrete piecewise linear functions. The comparison is certified by ...
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In this paper we present a novel methodology based on a topological entropy, the so-called persistent entropy, for addressing the comparison between discrete piecewise linear functions. The comparison is certified by the stability theorem for persistent entropy that is presented here. The theorem is used in the implementation of a new algorithm. The algorithm transforms a discrete piecewiselinear function into a filtered simplicial complex that is analyzed via persistent homology and persistent entropy. Persistent entropy is used as a discriminant feature for solving the supervised classification problem of real long-length noisy signals of DC electrical motors. The quality of classification is stated in terms of the area under receiver operating characteristic curve (AUC=93.87%).
This paper presents a new algorithm to build feasible solutions to a MILP formulation of the vertical alignment problem in road design. This MILP involves a large number of special ordered set of type 2 variables used...
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This paper presents a new algorithm to build feasible solutions to a MILP formulation of the vertical alignment problem in road design. This MILP involves a large number of special ordered set of type 2 variables used to describe piecewise linear functions. The principle of the algorithm is to successively solve LPs adapted from the MILP by replacing the special ordered set of type 2 constraints by linear constraints. Proof that the solutions to the successive linear relaxations of the MILP converge to a feasible solution to the MILP is provided. Numerical results emphasize that the algorithm performs better than CPLEX for large scale vertical alignment problems.
This work concerns the representation of a class of continuous functions into Logic, so that one may automatically reason about properties of these functions using logical tools. Rational McNaughton functions may be i...
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This work concerns the representation of a class of continuous functions into Logic, so that one may automatically reason about properties of these functions using logical tools. Rational McNaughton functions may be implicitly represented by logical formulas in Lukasiewicz Infinitely-valued Logic by constraining the set of allowed valuations;such a restriction contemplates only those valuations that satisfy specific formulas. This work investigates two approaches to such depiction, called representation modulo satisfiability. Furthermore, a polynomial-time algorithm that builds this representation is presented, producing a pair of formulas consisting of the representative formula and the constraining one, given as input a rational McNaughton function in a suitable encoding. An implementation of the algorithm is discussed.
This paper is devoted to second-order variational analysis of a rather broad class of extended-real-valued piecewise liner functions and their applications to various issues of optimization and stability. Based on our...
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This paper is devoted to second-order variational analysis of a rather broad class of extended-real-valued piecewise liner functions and their applications to various issues of optimization and stability. Based on our recent explicit calculations of the second-order subdifferential for such functions, we establish relationships between nondegeneracy and second-order qualification for fully amenable compositions involving piecewise linear functions. We then provide a second-order characterization of full stable local minimizers in composite optimization and constrained minimax problems.
Modelling and simulation of projectile flight is at the core of ballistic computer software and is essential to the study of performance of rifles and projectiles in various engagement conditions. An effective and rep...
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ISBN:
(纸本)9781605956107
Modelling and simulation of projectile flight is at the core of ballistic computer software and is essential to the study of performance of rifles and projectiles in various engagement conditions. An effective and representative numerical model of projectile flight requires a relatively good approximation of the aerodynamics. The aerodynamic coefficients of the projectile model should be described as a series of piecewise polynomial functions of the Mach number that ideally meet the following conditions: they are continuous, differentiable at least once, and have a relatively low degree. The paper provides the steps needed to generate such piecewise polynomial functions using readily available tools, and then compares piecewise Cubic Hermite Interpolating Polynomial (PCHIP), cubic splines, and piecewise linear functions, and their variant, as potential curve fitting methods to approximate the aerodynamics of a generic small arms projectile. A key contribution of the paper is the application of PCHIP to the approximation of projectile aerodynamics, and its evaluation against a set of criteria. Finally, the paper provides a baseline assessment of the impact of the polynomial functions on flight trajectory predictions obtained with 6-degree-of-freedom simulations of a generic projectile. Crown Copyright (C) 2019 Production and hosting by Elsevier B.V.
In this paper, the least squares approximation via a piecewiselinear function approach is applied to solve the approximation problem of a sum of lognormal random variables. A number of linear basis functions are appl...
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ISBN:
(纸本)9781424427994
In this paper, the least squares approximation via a piecewiselinear function approach is applied to solve the approximation problem of a sum of lognormal random variables. A number of linear basis functions are applied and the corresponding coefficients are specified to form a piecewiselinear approximation to the sum lognormal cumulative distribution function. By using the proposed approach, arbitrary precision of the approximation can be achieved by increasing the number of basis functions. The computation complexity shows no significant increase with the increase of the number of basis functions. Simulation results exhibit a desirable performance by using the proposed approximation method through piecewiselinear basis functions.
Rational McNaughton functions may be implicitly represented by logical formulas in Lukasiewicz Infinitely-valued Logic by constraining the set of valuations to the ones that satisfy some specific formulas. This work i...
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Rational McNaughton functions may be implicitly represented by logical formulas in Lukasiewicz Infinitely-valued Logic by constraining the set of valuations to the ones that satisfy some specific formulas. This work investigates this implicit representation called representation modulo satisfiability and describes a polynomial algorithm that builds it - the representative formula and the constraining ones - for a given rational McNaughton function.
Rational McNaughton functions may be implicitly represented by logical formulas in Łukasiewicz Infinitely-valued Logic by constraining the set of valuations to the ones that satisfy some specific formulas. This work i...
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Rational McNaughton functions may be implicitly represented by logical formulas in Łukasiewicz Infinitely-valued Logic by constraining the set of valuations to the ones that satisfy some specific formulas. This work investigates this implicit representation called representation modulo satisfiability and describes a polynomial algorithm that builds it — the representative formula and the constraining ones — for a given rational McNaughton function.
The paper addresses the problem of constructing lower and upper estimators for univariate functions. This problem is of crucial importance in global optimization, where such bounds are used to reduce the search area. ...
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The paper addresses the problem of constructing lower and upper estimators for univariate functions. This problem is of crucial importance in global optimization, where such bounds are used to reduce the search area. We propose to use piecewiselinear estimators for bounding univariate functions and show how such estimators can be derived from the function's algebraic expression. The basic properties of such estimators are formulated and proved. We implemented the algorithms for the automated construction of lower and upper piecewiselinear estimators and experimentally compared the proposed approach with the first-order interval bounds, Pijavskij method, and slope arithmetic. Numerical examples demonstrate that the piecewiselinear estimators are more accurate with respect to the mentioned approaches. We also show that global optimization algorithms can significantly benefit from using piecewiselinear estimators. Another advantage of the proposed approach is that the objective function does not have to be differentiable. This feature can favorably distinguish this method from other methods where the first and second derivatives are used.
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