Global minimization of a concave function subject to mixed linear and reverse convex constraints (Q913663)
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English | Global minimization of a concave function subject to mixed linear and reverse convex constraints |
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Global minimization of a concave function subject to mixed linear and reverse convex constraints (English)
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1988
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The paper is concerned with the global minimization of a concave function over a nonconvex set which is a kind of `excised' polyhedral convex set. This class of optimization problems is extensively analyzed. Basic properties of the problem are given, a general method for partitioning a polyhedral convex set into generalized simplices are proposed and it is shown how this partition can be incorporated into a branch-and-bound algorithm to solve this problem.
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nonconvex domain
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global minimization
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concave function
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polyhedral convex set
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generalized simplices
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branch-and-bound
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