On solving general reverse convex programming problems by a sequence of linear programs and line searches
Identifieur interne : 003002 ( Main/Exploration ); précédent : 003001; suivant : 003003On solving general reverse convex programming problems by a sequence of linear programs and line searches
Auteurs : Reiner Horst [Allemagne] ; Thai Q. Phong [Viêt Nam] ; Nguyen V. ThoaiSource :
- Annals of Operations Research [ 0254-5330 ] ; 1990-12-01.
Abstract
Abstract: Many multiextremal global optimization problems can be formulated as problems of minimizing a linear function over the intersection of a convex set with the complement of a convex set (so-called canonical d.c. programs or general reverse convex programming problems). In this paper it is shown that these general reverse convex programming problems can be solved by a sequence of linear programs and univariate convex minimization problems (line searches).
Url:
DOI: 10.1007/BF02283684
Affiliations:
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<front><div type="abstract" xml:lang="en">Abstract: Many multiextremal global optimization problems can be formulated as problems of minimizing a linear function over the intersection of a convex set with the complement of a convex set (so-called canonical d.c. programs or general reverse convex programming problems). In this paper it is shown that these general reverse convex programming problems can be solved by a sequence of linear programs and univariate convex minimization problems (line searches).</div>
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