Concave minimization under linear constraints with special structure
From MaRDI portal
Publication:3710317
DOI10.1080/02331938508843024zbMath0584.90080OpenAlexW1994795725MaRDI QIDQ3710317
Publication date: 1985
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938508843024
outer approximationlinear constraintsdecomposition techniqueConcave minimizationsequence of subproblemsprojection of the feasible set
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Decomposition methods (49M27)
Related Items
D.c sets, d.c. functions and nonlinear equations, Constraint decomposition algorithms in global optimization, ON THE PROJECTION OF THE EFFICIENT SET AND POTENTIAL APPLICATIONS, Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation, A decomposition method for the min concave cost flow problem with a staircase structure, A finite method for globally minimizing a concave function over an unbounded polyhedral convex set and its applications, Decomposition approach for the global minimization of biconcave functions over polytopes, A strongly polynomial algorithm for a concave production-transportation problem with a fixed number of nonlinear variables, On nonconvex optimization problems with separated nonconvex variables, Canonical d. c. programming techniques for solving a convex program with an additional constraint of multiplicative type, A global optimization approach for solving the convex multiplicative programming problem, A variant of Tuy's decomposition algorithm for solving a class of concave minimization problems, A quasiconcave minimization method for solving linear two-level programs, Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications, Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems
Cites Work
- An outer approximation method for globally minimizing a concave function over a compact convex set
- On outer approximation methods for solving concave minimization problems
- Partitioning procedures for solving mixed-variables programming problems
- Generalized Benders decomposition
- Convergent Algorithms for Minimizing a Concave Function
- A Successive Underestimation Method for Concave Minimization Problems
- Convex Analysis
