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A Branch and Bound Algorithm for Separable Concave Programming

A Branch and Bound Algorithm for Separable Concave Programming

Year:    2004

Author:    Honggang Xue, Chengxian Xu, Fengmin Xu

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 6 : pp. 895–904

Abstract

In this paper, we propose a new branch and bound algorithm for the solution of large scale separable concave programming problems. The largest distance bisection (LDB) technique is proposed to divide rectangle into sub-rectangles when one problem is branched into two subproblems. It is proved that the LDB method is a normal rectangle subdivision (NRS). Numerical tests on problems with dimensions from 100 to 10000 show that the proposed branch and bound algorithm is efficient for solving large scale separable concave programming problems, and convergence rate is faster than $w$-subdivision method.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2004-JCM-10293

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 6 : pp. 895–904

Published online:    2004-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Branch and bound algorithm Separable programming Largest distance bisection Normal rectangle subdivision $w$-subdivision.

Author Details

Honggang Xue

Chengxian Xu

Fengmin Xu