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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
Source PublicationJOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
Volume15Issue:4Pages:327-334
AbstractThis 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.
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:A1997YC18600004
PublisherVSP BV
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29001
Collection中国科学院数学与系统科学研究院
Affiliation1.UNIV MONTREAL,CTR RECH TRANSPORTS,MONTREAL,PQ H3C 3J7,CANADA
2.CHINESE ACAD SCI,INST APPL MATH,PROBABIL LAB,BEIJING,PEOPLES R CHINA
Recommended Citation
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.
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