Finding the Strictly Local and $\epsilon $-Global Minimizers of Concave Minimization with Linear Constraints
Year: 1997
Author: Patrice Marcotte, Shiquan Wu
Journal of Computational Mathematics, Vol. 15 (1997), Iss. 4 : pp. 327–334
Abstract
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. Based 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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1997-JCM-9210
Journal of Computational Mathematics, Vol. 15 (1997), Iss. 4 : pp. 327–334
Published online: 1997-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8