Concave minimization via conical partitions and polyhedral outer approximation

Concave minimization via conical partitions and polyhedral outer approximation

0.00 Avg rating0 Votes
Article ID: iaor1993365
Country: Netherlands
Volume: 50
Issue: 2
Start Page Number: 259
End Page Number: 274
Publication Date: Apr 1991
Journal: Mathematical Programming (Series A)
Authors: , ,
Abstract:

An algorithm is proposed for globally minimizing a concave function over a compact convex set. This algorithm combines typical branch-and-bound elements like partitioning, bounding and deletion with suitably introduced cuts in such a way that the computationally most expensive subroutines of previous methods are avoided. In each step, essentially only few linear programming problems have to be solved. Some preliminary computational results are reported.

Reviews

Required fields are marked *. Your email address will not be published.