Finding the strictly local and epsilon-global minimizers of concave minimization with linear constraints

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	Finding the strictly local and epsilon-global minimizers of concave minimization with linear constraints
	Marcotte, P ; Wu, SQ
	1997-10-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	15 期号:4 页码:327-334
摘要	This paper considers the concave minimization problem with linear constraints, proposes a technique which may avoid the unsuitable Karush-Kuhn-Tucker points, then combines this technique with Frank-Wolfe method and simplex method to form a pivoting method which can determine a strictly local minimizer of the problem in a finite number of iterations. Basing on strictly local minimizers, a new cutting plane method is proposed. Under some mild conditions, the new cutting plane method is proved to be finitely terminated at an epsilon-global minimizer of the problem.
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:A1997YC18600004
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29001
专题	中国科学院数学与系统科学研究院
作者单位	1.UNIV MONTREAL,CTR RECH TRANSPORTS,MONTREAL,PQ H3C 3J7,CANADA 2.CHINESE ACAD SCI,INST APPL MATH,PROBABIL LAB,BEIJING,PEOPLES R CHINA
推荐引用方式 GB/T 7714	Marcotte, P,Wu, SQ. Finding the strictly local and epsilon-global minimizers of concave minimization with linear constraints[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,1997,15(4):327-334.
APA	Marcotte, P,&Wu, SQ.(1997).Finding the strictly local and epsilon-global minimizers of concave minimization with linear constraints.JOURNAL OF COMPUTATIONAL MATHEMATICS,15(4),327-334.
MLA	Marcotte, P,et al."Finding the strictly local and epsilon-global minimizers of concave minimization with linear constraints".JOURNAL OF COMPUTATIONAL MATHEMATICS 15.4(1997):327-334.