Constraint decomposition algorithms in global optimization
An objective function is supposed linear. The variable vector is separated into two subvectors \(x\) and \(y\) and it is supposed that \((x, y)\) belongs to a convex set, \(x\) and \(y\) belong to the polytopes, \(y\) belongs to the complement of an open convex set. The problem is decomposed in such a way that global optimization is performed only in \(y\). Two realizations are presented. The first is based on conical branch-and-bound techniques and polyhedral outer approximation. The second relies on cutting plane techniques. Results of experiments show that the algorithms work well for the problems with small dimensionality of \(y\) but dimensionality of \(x\) is not very important.
- Convex-concave programming as a decomposition approach to global optimization
- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- Global optimization of separable objective functions on convex polyhedra via piecewise-linear approximation
- Concave minimization under linear constraints with special structure
- Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems
- A class of exhaustive cone splitting procedures in conical algorithms for concave minmization
- A global optimization approach for solving the convex multiplicative programming problem
- A new simplicial cover technique in constrained global optimization
- An algorithm for solving convex programs with an additional convex- concave constraint
- Canonical d. c. programming techniques for solving a convex program with an additional constraint of multiplicative type
- Concave minimization under linear constraints with special structure
- Concave minimization via conical partitions and polyhedral outer approximation
- Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems
- Convergent Algorithms for Minimizing a Concave Function
- scientific article; zbMATH DE number 47153 (Why is no real title available?)
- Mathematical programs with a two-dimensional reverse convex constraint
- Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems
- On geometry and convergence of a class of simplicial covers
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- On-line and off-line vertex enumeration by adjacency lists
- Outer approximation by polyhedral convex sets
- The complementary convex structure in global optimization
- On Tikhonov's reciprocity principle and optimality conditions in d. c. optimization
- Convex-concave programming as a decomposition approach to global optimization
- Decomposition approach for the global minimization of biconcave functions over polytopes
- DC programming: overview.
- On optimization over the efficient set in linear multicriteria programming
- Convex and concave relaxations of implicit functions
- Solving constrained optimization problems by solution-based decomposition search
- scientific article; zbMATH DE number 2087248 (Why is no real title available?)
- Global propagation of side constraints for solving over-constrained problems
- Constraint aggregation for rigorous global optimization
- Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
- A convergent decomposition method for box-constrained optimization problems
This page was built for publication: Constraint decomposition algorithms in global optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1342897)
