An Algorithm for Separable Nonconvex Programming Problems

DOI10.1287/MNSC.15.9.550zbMATH Open0172.43802OpenAlexW2098968017MaRDI QIDQ5558786FDOQ5558786

Authors: James E. Falk, Richard M. Soland 

Publication date: 1969

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.15.9.550

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zbMATH Keywords

operations research

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26)

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• An algorithm for optimizing network flow capacity under economies of scale
• An algorithm for nonconvex programming problems
• Dual toll pricing for hazardous materials transport with linear delay
• An integer concave minimization approach for the minimum concave cost capacitated flow problem on networks
• Solving a class of multiplicative programs with 0-1 knapsack constraints
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• Optimization of a long-short portfolio under nonconvex transaction cost
• On the convergence of two branch-and-bound algorithms for nonconvex programming problems
• Global search algorithms for minimum concave-cost network flow problems
• Variations and extension of the convex-concave procedure
• Biconvex sets and optimization with biconvex functions: a survey and extensions
• Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs
• An algorithm for indefinite integer quadratic programming
• On some optimization problems under uncertainty
• Extended reverse-convex programming: an approximate enumeration approach to global optimization
• An all-linear programming relaxation algorithm for optimizing over the efficient set
• Global optimization of nonconvex problems with multilinear intermediates
• Global optimization using special ordered sets
• Convex and concave relaxations of implicit functions
• A convergent simplicial algorithm with \(\omega \)-subdivision and \(\omega \)-bisection strategies
• A modified simplicial algorithm for convex maximization based on an extension of \(\omega \)-subdivision
• On the global minimization of concave functions
• Global optimization algorithms for linearly constrained indefinite quadratic problems
• Two algorithms for maximizing a separable concave function over a polymatroid feasible region
• A continuous approch for globally solving linearly constrained quadratic
• On convergence of the simplicial branch-and-bound algorithm based on \(\omega\)-subdivisions
• A branch and reduce approach for solving a class of low rank d.c. programs
• Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization, reserve convex constraints, DC-programming and Lipschitzian optimization
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• Strong valid inequalities for orthogonal disjunctions and bilinear covering sets
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• A combined cutting-stock and lot-sizing problem
• Second-order sensitivity analysis in factorable programming: Theory and applications
• Calculation of bounds on variables satisfying nonlinear inequality constraints
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• Fair transfer price and inventory holding policies in two-enterprise supply chains
• A survey of various tactics for generating Lagrangian multipliers in the context of Lagrangian duality
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• Interval branch and bound with local sampling for constrained global optimization
• MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS
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• The Shortest Path Interdiction Problem with Randomized Interdiction Strategies: Complexity and Algorithms
• Cold supply chain design with environmental considerations: a simulation-optimization approach
• A relaxation algorithm for the minimization of a quasiconcave function on a convex polyhedron
• Generalized bilinear programming. I: Models, applications and linear programming relaxation
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• Existence and sum decomposition of vertex polyhedral convex envelopes
• The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization
• The cluster problem revisited
• Solving highly nonlinear convex separable programs using successive approximation
• A branch-and-reduce approach to global optimization
• Decomposition methods for solving nonconvex quadratic programs via branch and bound
• A note on adapting methods for continuous global optimization to the discrete case
• Effect of the subdivision strategy on convergence and efficiency of some global optimization algorithms
• A simplicial branch-and-bound algorithm conscious of special structures in concave minimization problems
• Mean-variance portfolio optimal problem under concave transaction cost
• Fractional programming with convex quadratic forms and functions
• Robust network design in telecommunications under polytope demand uncertainty
• Decomposition based and branch and bound global optimization approaches for the phase equilibrium problem
• Lifted inequalities for \(0-1\) mixed-integer bilinear covering sets
• A branch and bound algorithm for solving a class of D-C programming
• Reverse propagation of McCormick relaxations
• On consistency of bounding operations in deterministic global optimization
• On solving nonconvex optimization problems by reducing the duality gap
• Credal networks
• On the convexification of nonlinear programming problems: An applications-oriented survey
• Convergence and restart in branch-and-bound algorithms for global optimization. Application to concave minimization and d.c. optimization problems
• Deterministic global optimization of process flowsheets in a reduced space using McCormick relaxations
• Minimum concave-cost network flow problems: Applications, complexity, and algorithms
• Algorithmic problems of nontransitive (SSB) utilities
• A method for globally minimizing concave functions over convex sets
• Accelerating branch-and-bound through a modeling language construct for relaxation-specific constraints
• Proof of convergence for a global optimization algorithm for problems with ordinary differential equations
• Reversed geometric programming: A branch-and-bound method involving linear subproblems
• The polyadic structure of factorable function tensors with applications to high-order minimization techniques
• Bounding a class of nonconvex linearly-constrained resource allocation problems via the surrogate dual
• Solving the staircase cost facility location problem with decomposition and piecewise linearization
• A parallel algorithm for partially separable non-convex global minimization: Linear constraints
• Separable concave minimization via partial outer approximation and branch and bound
• Global optimization of bounded factorable functions with discontinuities
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Algorithms for parametric nonconvex programming
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• Reachability analysis and deterministic global optimization of DAE models
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• A comparative analysis of linear fitting for non-linear functions on optimization. A case study: Air pollution problems
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• Optimal deviations from an asset allocation.
• Deletion-by-infeasibility rule for DC-constrained global optimization
• An interval branch and bound algorithm for global optimization of a multiperiod pricing model

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