A tropical extremal problem with nonlinear objective function and linear inequality constraints

Abstract: We consider a multidimensional extremal problem formulated in terms of tropical mathematics. The problem is to minimize a nonlinear objective function, which is defined on a finite-dimensional semimodule over an idempotent semifield, subject to linear inequality constraints. An efficient solution approach is developed which reduces the problem to that of solving a linear inequality with an extended set of unknown variables. We use the approach to obtain a complete solution to the problem in a closed form under quite general assumptions. To illustrate the obtained results, a two-dimensional problem is examined and its numerical solution is given.