A multidimensional tropical optimization problem with a non-linear objective function and linear constraints

Abstract

We examine a multidimensional optimization problem in the tropical mathematics setting. The problem involves the minimization of a non-linear function defined on a finite-dimensional semimodule over an idempotent semifield subject to linear inequality constraints. We start with an overview of known tropical optimization problems with linear and non-linear objective functions. A short introduction to tropical algebra is provided to offer a formal framework for solving the problem under study. As a preliminary result, a solution to a linear inequality with an arbitrary matrix is presented. We describe an example optimization problem drawn from project scheduling and then offer a general representation of the problem. To solve the problem, we introduce an additional variable and reduce the problem to the solving of a linear inequality, in which the variable plays the role of a parameter. A necessary and sufficient condition for the inequality to hold is used to evaluate the parameter, whereas the solution to the inequality is considered a solution to the problem. Based on this approach, a complete direct solution in a compact vector form is derived for the optimization problem under fairly general conditions. Numerical and graphical examples for two-dimensional problems are given to illustrate the obtained results.