Inner approximation method for a reverse convex programming problem (Q5925727): Difference between revisions
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A nonlinear programming problem is considered whose objective function is convex, and feasible region is intersection of a convex set and a reverse convex set, which is defined by the complement of the interior of a compact convex set \(X\). The algorithm is based on an inner approximation of \(X\) by a sequence of polytopes. At each iteration of the proposed algorithm an approximate solution of a convex minimization problem should be found. By means of a penalty function the auxiliary convex problem is transformed into an unconstrained problem which is easy to solve. It is shown that every accumulation point of the sequence of optimal solutions of the relaxed problems is an optimal solution of the original problem. | |||
| Property / review text: A nonlinear programming problem is considered whose objective function is convex, and feasible region is intersection of a convex set and a reverse convex set, which is defined by the complement of the interior of a compact convex set \(X\). The algorithm is based on an inner approximation of \(X\) by a sequence of polytopes. At each iteration of the proposed algorithm an approximate solution of a convex minimization problem should be found. By means of a penalty function the auxiliary convex problem is transformed into an unconstrained problem which is easy to solve. It is shown that every accumulation point of the sequence of optimal solutions of the relaxed problems is an optimal solution of the original problem. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Antanas Žilinskas / rank | |||
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Revision as of 16:37, 21 December 2023
scientific article; zbMATH DE number 1566513
| Language | Label | Description | Also known as |
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| English | Inner approximation method for a reverse convex programming problem |
scientific article; zbMATH DE number 1566513 |
Statements
Inner approximation method for a reverse convex programming problem (English)
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19 February 2001
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global optimization
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reverse convex programming
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dual problem
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inner approximation
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A nonlinear programming problem is considered whose objective function is convex, and feasible region is intersection of a convex set and a reverse convex set, which is defined by the complement of the interior of a compact convex set \(X\). The algorithm is based on an inner approximation of \(X\) by a sequence of polytopes. At each iteration of the proposed algorithm an approximate solution of a convex minimization problem should be found. By means of a penalty function the auxiliary convex problem is transformed into an unconstrained problem which is easy to solve. It is shown that every accumulation point of the sequence of optimal solutions of the relaxed problems is an optimal solution of the original problem.
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