Method for minimizing a convex-concave function over a convex set (Q1176848)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method for minimizing a convex-concave function over a convex set |
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Method for minimizing a convex-concave function over a convex set (English)
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25 June 1992
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A branch-and-bound algorithm is proposed for minimizing a convex-concave function over a convex set. For a special case, the minimization of a function which is representable as the difference of two convex functions, the subproblems related to the bounding operation can be solved effectively. A convergence result is given, and the algorithm is illustrated with a numerical example.
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global optimization
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branch-and-bound
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convex-concave function
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difference of two convex functions
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convergence
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