Global multi-parametric optimal value bounds and solution estimates for separable parametric programs

DOI10.1007/BF02055203MaRDI QIDQ804476zbMATH OpenFDO

Authors Anthony V. Fiacco

Publication date 1990

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02055203

zbMATH Keywords

branch-and-boundglobal solutionsnonconvex separable programsUpper and lower bounds

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31)

Review text

This is a discussion of a parametric method for finding global solutions for nonconvex separable programs. The problem is put in the form \[ \text{ minimize } f(x,\epsilon)=\sum^{n}_{p=1}f_ p(x_ p)\quad s.t.\quad g_ i(x,\epsilon)=\sum^{n}_{p=i}g_{ip}(x_ p)- \epsilon_ i\geq 0;\quad i=1,...,m. \] Upper and lower bounds for the solution are obtained for a specific value of \(\epsilon\), using branch- and-bound methods, leading to a new value for \(\epsilon\), and the process is iterated until a desired tolerance level is attained.

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Cites work

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Cited in

(2)

• On the global solution of multi-parametric mixed integer linear programming problems
• Theoretical and algorithmic advances in multi-parametric programming and control

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