International Journal of Advanced and Applied Sciences
Int. j. adv. appl. sci.
Volume 3, Issue 7 (July 2016), Pages: 89-93
Title: A note on non‐smooth programming problems
Authors: Mohammad Mehdi Mazarei *, Ali Vahidian Kamyad, Ali Asghar Behroozpoor
Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, International Campus, Mashhad, Iran
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In this paper, we introduce a new approach to obtain a novel numerical solution of nonlinear programming problems (NLP) which the objective function (functions) or constraint function (functions) are non-smooth ones. This technique is based on a new piecewise linearization approach. In fact, we transfer the nonlinear programming problem (NLP) to a variational problem that would reduce the new approximated problem to a linear programming problem (LP). Then, the approximated solution of the original problem would be obtained by the LP problem. Finally, numerical examples are given to show the efficiency of the proposed approach.
© 2016 The Authors. Published by IASE.
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Nonlinear programming, Linear programming, Piecewise linearization, Non-smooth function
Article History: Received 15 June 2016, Received in revised form 29 July 2016, Accepted 30 July 2016
Digital Object Identifier: http://dx.doi.org/10.21833/ijaas.2016.07.014
Mazarei MM, Vahidian Kamyad A, Behroozpoor AS (2016). A note on non‐smooth programming problems. International Journal of Advanced and Applied Sciences, 3(7): 89-93
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