Minimizing the sum of a convex function and a specially structured nonconvex function

Minimizing the sum of a convex function and a specially structured nonconvex function

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Article ID: iaor19942389
Country: Germany
Volume: 28
Issue: 3/4
Start Page Number: 237
End Page Number: 248
Publication Date: May 1994
Journal: Optimization
Authors: , ,
Abstract:

A linearly constrained global optimization problem is studied, where the objective function is the sum of a convex function g(x) and a nonconvex function f(x) satisfying a rank two condition. Roughly speaking, the latter means that all the nonconvexity of f(x) is concentrated on a linear manifold of dimension 2. A solution method based on exploiting this special structure is proposed.

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