A Successive Underestimation Method for Concave Minimization Problems

From MaRDI portal
Publication:4136948

DOI10.1287/moor.1.3.251zbMath0362.90082OpenAlexW1965134187MaRDI QIDQ4136948

Karla R. Hoffman, James E. Falk

Publication date: 1976

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/136b1a3284f22da28dcf0f240610f0ef43effb8f



Related Items

Variations and extension of the convex-concave procedure, Calculating a minimal sphere containing a polytope defined by a system of linear inequalities, An algorithm for optimizing over the weakly-efficient set, Least trimmed squares regression, least median squares regression, and mathematical program\-ming, A generalization of the construction of test problems for nonconvex optimization, A composite branch and bound, cutting plane algorithm for concave minimization over a polyhedron, D.c sets, d.c. functions and nonlinear equations, Concave minimization under linear constraints with special structure, A method for solving d.c. programming problems. Application to fuel mixture nonconvex optimization problem, Using convex envelopes to solve the interactive fixed-charge linear programming problem, On the structure and properties of a linear multilevel programming problem, Outer approximation by polyhedral convex sets, A decomposition approach for global optimum search in QP, NLP and MINLP problems, On finding new vertices and redundant constraints in cutting plane algorithms for global optimization, Global minimization of large-scale constrained concave quadratic problems by separable programming, 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, Unnamed Item, A new algorithm for solving the general quadratic programming problem, A parallel algorithm for constrained concave quadratic global minimization, Canonical DC programming problem: Outer approximation methods revisited, Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems, Some results on the strength of relaxations of multilinear functions, A general purpose exact solution method for mixed integer concave minimization problems, A note on the duality gap in nonconvex optimization and a very simple procedure for bid evaluation type problems, Convergence of a Tuy-type algorithm for concave minimization subject to linear inequality constraints, Simplicially-constrained DC optimization over efficient and weakly efficient sets, Algorithms for parametric nonconvex programming, Closed form solutions to nonserial, nonconvex quadratic programming problems using dynamic programming, DC programming: overview., A combined cutting-stock and lot-sizing problem, On the minimization of a quasi-concave function subject to linear constraints, Multi-level programming and conflict resolution, On-line and off-line vertex enumeration by adjacency lists, Optimization methods for mixed integer weakly concave programming problems, Global optimization of concave functions subject to quadratic constraints: An application in nonlinear bilevel programming, Existence and sum decomposition of vertex polyhedral convex envelopes, SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework, Optimization over the efficient set, Efficient algorithms for solving rank two and rank three bilinear programming problems, On solving a d.c. programming problem by a sequence of linear programs, Two new reformulation convexification based hierarchies for 0-1 MIPs, Computational approaches to variance-penalised Markov decision processes, Integrated location-inventory modelling under forward and reverse product flows in the used merchandise retail sector: a multi-echelon formulation, A generalized duality and applications, On an outer approximation concept in global optimization, A parametric successive underestimation method for convex multiplicative programming problems, Concave extensions for nonlinear 0-1 maximization problems, Minimization of a quasi-concave function over an efficient set, Quasiconvex relaxations based on interval arithmetic, Penalty for zero–one integer equivalent problem, A linear programming approach to solving bilinear programmes, Linear multiplicative programming, Convergence and application of a decomposition method using duality bounds for nonconvex global optimization, Construction of large-scale global minimum concave quadratic test problems, A relaxation algorithm for the minimization of a quasiconcave function on a convex polyhedron, Fractional programming with convex quadratic forms and functions, A note on adapting methods for continuous global optimization to the discrete case, Separable concave minimization via partial outer approximation and branch and bound, A variant of Tuy's decomposition algorithm for solving a class of concave minimization problems, A method for globally minimizing concave functions over convex sets, An exact penalty on bilevel programs with linear vector optimization lower level, Bounding a class of nonconvex linearly-constrained resource allocation problems via the surrogate dual, Subdivision of simplices relative to a cutting plane and finite concave minimization, A branch and bound-outer approximation algorithm for concave minimization over a convex set, A parametric characterization and an \(\epsilon\)-approximation scheme for the minimization of a quasiconcave program, A new algorithm to find all vertices of a polytope, A low-rank bilinear programming approach for sub-optimal solution of the quadratic assignment problem, Convex minimization under Lipschitz constraints, Monotone variable-metric algorithm for linearly constrained nonlinear programming, Global minimum test problem construction, Convergence of a subgradient method for computing the bound norm of matrices, On the global minimization of concave functions, A mathematical programming approach to a problem in variance penalised Markov decision processes, Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications, Convex programs with an additional reverse convex constraint, A heuristic for the continuous capacity and flow assignment