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I think OR only works if the models are linear.
by zump 10y ago
I think OR only works if the models are linear.
- srean 10y agoHuh! what ? I think you are thinking of linear programming, and OR is way more than that. OR is the first chapter of an OR book.
- srean 10y agoToo late to edit, meant LP is the first chapter in an OR book.
- raverbashing 10y agoYes, and there are several ways of linearizing models for OR (however I think the MIP people waste too much time looking for the perfect linear model and the best solution instead of using things like simulated annealing which might give a very good solution in 10% of the time)
- kyllo 10y agoThere are nonlinear solvers available but they are slower and not guaranteed to converge on a globally optimal solution.
- rokob 10y agoYour statement is not universally true, it depends on the nonlinearity.
- kyllo 10y agoIt's correct in the general case. A solver algorithm can find a globally optimum solution for some nonlinear functions, but it cannot be guaranteed to find a globally optimum solution for arbitrary nonlinear functions. That would be like solving P = NP or the Halting Problem.