Nonconvex optimization via analysis in image space

Nonconvex optimization via analysis in image space

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Article ID: iaor19951850
Country: Slovakia
Volume: 1
Issue: 2
Start Page Number: 137
End Page Number: 151
Publication Date: Apr 1992
Journal: Czechoslovak Journal for Operations Research
Authors: ,
Keywords: programming: dynamic
Abstract:

The solution of a particular nonconvex program is usually very dependent on the structure of the problem. In this paper the authors identify classes of nonconvex problems involving sums or products of ratios of linear terms which may be treated by analysis in a transformed space. In each class, the image space is defined by a mapping which associates a new variable with each original ratio of linear terms. In the image space, optimization is easy in certain directions, and the overall solution may be realized by sequentially optimizing in these directions.

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