Convex-concave programming as a decomposition approach to global optimization
Conference
·
OSTI ID:36324
We consider mathematical programming problems where convex-concave (saddle) functions appear either in the objective function or in the constraints. Many problems of mathematical programming such as bilinear programs, certain D.C., multiplicative programming problems and optimization problems over the efficient set can be viewed in forms of this class. By dividing the variables into {open_quotes}convex{close_quotes} and {open_quotes}concave{close_quotes} types one can decompose the problem into convex programs and concave minimization problems. The latter involves only cancave variables which in many applications are much smaller than the convex variables.
- OSTI ID:
- 36324
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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