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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
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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

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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