A Successive Underestimation Method for Concave Minimization Problems
From MaRDI portal
Publication:4136948
DOI10.1287/MOOR.1.3.251zbMath0362.90082OpenAlexW1965134187MaRDI QIDQ4136948
Karla R. Hoffman, James E. Falk
Publication date: 1976
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/136b1a3284f22da28dcf0f240610f0ef43effb8f
Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear programming (90C05)
Related Items (77)
Variations and extension of the convex-concave procedure ⋮ Calculating a minimal sphere containing a polytope defined by a system of linear inequalities ⋮ An algorithm for optimizing over the weakly-efficient set ⋮ Least trimmed squares regression, least median squares regression, and mathematical program\-ming ⋮ A generalization of the construction of test problems for nonconvex optimization ⋮ A composite branch and bound, cutting plane algorithm for concave minimization over a polyhedron ⋮ D.c sets, d.c. functions and nonlinear equations ⋮ Concave minimization under linear constraints with special structure ⋮ A method for solving d.c. programming problems. Application to fuel mixture nonconvex optimization problem ⋮ Using convex envelopes to solve the interactive fixed-charge linear programming problem ⋮ On the structure and properties of a linear multilevel programming problem ⋮ Outer approximation by polyhedral convex sets ⋮ A decomposition approach for global optimum search in QP, NLP and MINLP problems ⋮ On finding new vertices and redundant constraints in cutting plane algorithms for global optimization ⋮ Global minimization of large-scale constrained concave quadratic problems by separable programming ⋮ Convergence and restart in branch-and-bound algorithms for global optimization. Application to concave minimization and d.c. optimization problems ⋮ Minimizing a quasi-concave function subject to a reverse convex constraint ⋮ Unnamed Item ⋮ A new algorithm for solving the general quadratic programming problem ⋮ A parallel algorithm for constrained concave quadratic global minimization ⋮ Canonical DC programming problem: Outer approximation methods revisited ⋮ Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems ⋮ Some results on the strength of relaxations of multilinear functions ⋮ A general purpose exact solution method for mixed integer concave minimization problems ⋮ A note on the duality gap in nonconvex optimization and a very simple procedure for bid evaluation type problems ⋮ Convergence of a Tuy-type algorithm for concave minimization subject to linear inequality constraints ⋮ Simplicially-constrained DC optimization over efficient and weakly efficient sets ⋮ Algorithms for parametric nonconvex programming ⋮ Closed form solutions to nonserial, nonconvex quadratic programming problems using dynamic programming ⋮ DC programming: overview. ⋮ A combined cutting-stock and lot-sizing problem ⋮ On the minimization of a quasi-concave function subject to linear constraints ⋮ Multi-level programming and conflict resolution ⋮ On-line and off-line vertex enumeration by adjacency lists ⋮ Optimization methods for mixed integer weakly concave programming problems ⋮ Global optimization of concave functions subject to quadratic constraints: An application in nonlinear bilevel programming ⋮ Existence and sum decomposition of vertex polyhedral convex envelopes ⋮ SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework ⋮ Optimization over the efficient set ⋮ Efficient algorithms for solving rank two and rank three bilinear programming problems ⋮ On solving a d.c. programming problem by a sequence of linear programs ⋮ Two new reformulation convexification based hierarchies for 0-1 MIPs ⋮ Computational approaches to variance-penalised Markov decision processes ⋮ Integrated location-inventory modelling under forward and reverse product flows in the used merchandise retail sector: a multi-echelon formulation ⋮ A generalized duality and applications ⋮ On an outer approximation concept in global optimization ⋮ A parametric successive underestimation method for convex multiplicative programming problems ⋮ Concave extensions for nonlinear 0-1 maximization problems ⋮ Minimization of a quasi-concave function over an efficient set ⋮ Quasiconvex relaxations based on interval arithmetic ⋮ Penalty for zero–one integer equivalent problem ⋮ A linear programming approach to solving bilinear programmes ⋮ Linear multiplicative programming ⋮ Convergence and application of a decomposition method using duality bounds for nonconvex global optimization ⋮ Construction of large-scale global minimum concave quadratic test problems ⋮ A relaxation algorithm for the minimization of a quasiconcave function on a convex polyhedron ⋮ Fractional programming with convex quadratic forms and functions ⋮ A note on adapting methods for continuous global optimization to the discrete case ⋮ Separable concave minimization via partial outer approximation and branch and bound ⋮ A variant of Tuy's decomposition algorithm for solving a class of concave minimization problems ⋮ A method for globally minimizing concave functions over convex sets ⋮ An exact penalty on bilevel programs with linear vector optimization lower level ⋮ Bounding a class of nonconvex linearly-constrained resource allocation problems via the surrogate dual ⋮ Subdivision of simplices relative to a cutting plane and finite concave minimization ⋮ A branch and bound-outer approximation algorithm for concave minimization over a convex set ⋮ A parametric characterization and an \(\epsilon\)-approximation scheme for the minimization of a quasiconcave program ⋮ A new algorithm to find all vertices of a polytope ⋮ A low-rank bilinear programming approach for sub-optimal solution of the quadratic assignment problem ⋮ Convex minimization under Lipschitz constraints ⋮ Monotone variable-metric algorithm for linearly constrained nonlinear programming ⋮ Global minimum test problem construction ⋮ Convergence of a subgradient method for computing the bound norm of matrices ⋮ On the global minimization of concave functions ⋮ A mathematical programming approach to a problem in variance penalised Markov decision processes ⋮ Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications ⋮ Convex programs with an additional reverse convex constraint ⋮ A heuristic for the continuous capacity and flow assignment
This page was built for publication: A Successive Underestimation Method for Concave Minimization Problems