A method for globally minimizing concave functions over convex sets
From MaRDI portal
Cites work
- A nonlinear programming technique for the optimization of continuous processing systems
- A Successive Underestimation Method for Concave Minimization Problems
- An algorithm for nonconvex programming problems
- An Algorithm for Separable Nonconvex Programming Problems
- An Algorithm for Separable Nonconvex Programming Problems II: Nonconvex Constraints
- scientific article; zbMATH DE number 3323651 (Why is no real title available?)
- The Cutting-Plane Method for Solving Convex Programs
Cited in
(52)- Convex programs with an additional reverse convex constraint
- Outer approximation by polyhedral convex sets
- On finding new vertices and redundant constraints in cutting plane algorithms for global optimization
- 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
- On the global minimization of a convex function under general nonconvex constraints
- On-line and off-line vertex enumeration by adjacency lists
- A decomposition method using a pricing mechanism for min concave cost flow problems with a hierarchical structure
- On solving a d.c. programming problem by a sequence of linear programs
- A new simplicial cover technique in constrained global optimization
- On the duality of a non-convex optimization problem and the strong unicity constant in linear Chebyshev approximation
- Convergence qualification of adaptive partition algorithms in global optimization
- A global optimization approach for solving the convex multiplicative programming problem
- Calculation of bounds on variables satisfying nonlinear inequality constraints
- Global optimization conditions for certain nonconvex minimization problems
- On global optimality conditions and cutting plane algorithms
- The fixed charge transportation problem: a strong formulation based on Lagrangian decomposition and column generation
- An exact solution method for reliability optimization in complex systems
- Convex minimization under Lipschitz constraints
- Least trimmed squares regression, least median squares regression, and mathematical program\-ming
- Capacity planning in networks of queues with manufacturing applications
- Nonconvex optimization over a polytope using generalized capacity improvement
- Canonical DC programming problem: Outer approximation methods revisited
- A note on adapting methods for continuous global optimization to the discrete case
- Separable concave minimization via partial outer approximation and branch and bound
- D.c sets, d.c. functions and nonlinear equations
- A branch-and-bound based method for solving monotone optimization problems
- Sufficient optimality criterion for linearly constrained, separable concave minimization problems
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- A decomposition method for the min concave cost flow problem with a staircase structure
- A class of convexification and concavification methods for non-monotone optimization problems
- On an outer approximation concept in global optimization
- On a Markov Decision Process problem involving the Maximum of the Difference between two functions: Technical Note
- Input efficiency measures: a generalized, encompassing formulation
- Minimizing Piecewise-Concave Functions Over Polyhedra
- A NOVEL MONOTONIZATION TRANSFORMATION FOR SOME CLASSES OF GLOBAL OPTIMIZATION PROBLEMS
- Convexification and concavification for a general class of global optimization problems
- Level function method for quasiconvex programming.
- Semi-discrete optimal transport: hardness, regularization and numerical solution
- On a finite branch and bound algorithm for the global minimization of a concave power law over a polytope
- Constructing tight quadratic relaxations for global optimization. II: underestimating difference-of-convex (D.C.) functions
- Constructing tight quadratic relaxations for global optimization. I: outer-approximating twice-differentiable convex functions
- Convexification for a class of global optimization problems with \(C^{1, 1}\) functions
- Deep learning for PDE-based inverse problems. Abstracts from the workshop held October 27 -- November 1, 2024
- Delaunay-based derivative-free optimization via global surrogates. I: Linear constraints
- A branch and bound-outer approximation algorithm for concave minimization over a convex set
- Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints
- On the global minimization of concave functions
- Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications
- Concave minimization via conical partitions and polyhedral outer approximation
- Fast Gaussian kernel learning for classification tasks based on specially structured global optimization
- A filled function method for constrained global optimization
This page was built for publication: A method for globally minimizing concave functions over convex sets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3883930)
