CONICAL ALGORITHM FOR THE GLOBAL MINIMIZATION OF LINEARLY CONSTRAINED DECOMPOSABLE CONCAVE MINIMIZATION PROBLEMS

被引：8

作者：

HORST, R ^{[1
]}

THOAI, NV ^{[1
]}

机构：

[1] INST MATH,HANOI,VIETNAM

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1992年 / 74卷 / 03期

关键词：

GLOBAL OPTIMIZATION; CONCAVE MINIMIZATION; CONICAL ALGORITHMS; BRANCH-AND-BOUND METHODS; DECOMPOSITION;

D O I：

10.1007/BF00940322

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we are concerned with the linearly constrained global minimization of the sum of a concave function defined on a p-dimensional space and a linear function defined on a q-dimensional space, where q may be much larger than p. It is shown that a conical algorithm can be applied in a space of dimension p + 1 that involves only linear programming subproblems in a space of dimension p + q + 1. Some computational results are given.

引用

页码：469 / 486

页数：18

共 20 条

[1] EXHAUSTIVE NONDEGENERATE CONICAL PROCESSES FOR CONCAVE MINIMIZATION ON CONVEX POLYTOPES [J].