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[Help-glpk] concave gain networks and non-global optima
From: |
Robbie Morrison |
Subject: |
[Help-glpk] concave gain networks and non-global optima |
Date: |
Thu, 11 Dec 2008 21:55:50 +0100 |
User-agent: |
Thunderbird 1.5.0.14ubu (X11/20080306) |
Hello GLPK list
I use a network flow model in which concave gains are
represented in piecewise fashion and then "switched in"
in the required order using binary variables. I
imagine, under these circumstances, GLPK returns a
global (as opposed to a local) optima. But I need to
be sure (for my PhD write-up too).
Is this kind of result general? If not, is is
algorithm specific -- meaning, does it depend on the
MILP (branch/cut/bound/etc) method? Or is it problem
specific -- in which case, what at the determining
issues?
These questions may well be off-topic (and I apologize
for that) -- but there could well be solver specific
consideration and I wanted to consider those first.
More generally, do solvers like GLPK make a distinction
between global and local optima? Or is it left to
the user to have a good understanding their problem
and its potential characteristics.
best wishes to all
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Institute for Energy Engineering (IET)
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
Webmail (preferred) : address@hidden
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