On the Lagrangean duality of concave minimization subject to linear constraints and an additional facial reverse convex constraint
The lecture is concerned with the special global optimization problem of minimizing a concave function subject to linear constraints and an additional facial reverse convex constraint. Here, the feasible set is the union of some faces of the polyhedron determined by the linear constraints. Several well-known mathematical problems can be written or transcribed into the considered form. The paper addresses the Lagrangean duality of the problem. It is shown that under slight assumptions, the duality gap can be closed with a finite dual multiplier. Finite methods based upon solving concave minimization problems are also proposed. We deal with the benefits when outer approximation, cutting plane or branch-and-bound methods are used for solving these subproblems.
- OSTI ID:
- 36039
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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