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Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems

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Abstract

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

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Authors and Affiliations

  1. Fachbereich IV-Mathematik, University of Trier, Trier, Germany

    R. Horst (Professor)

  2. Institute of Mathematics, Hanoi, Vietnam

    N. V. Thoai (Professon)

Authors
  1. R. Horst
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  2. N. V. Thoai
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Additional information

Communicated by M. Avriel

This research was accomplished while the second author was a Fellow of the Alexander von Humboldt Foundation, University of Trier, Trier, Germany.

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Horst, R., Thoai, N.V. Conical algorithm for the global minimization of linearly constrained decomposable concave minimization problems. J Optim Theory Appl 74, 469–486 (1992). https://doi.org/10.1007/BF00940322

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  • DOI: https://doi.org/10.1007/BF00940322

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