BRANCH-AND-BOUND DECOMPOSITION APPROACH FOR SOLVING QUASI-CONVEX CONCAVE PROGRAMS

被引:4
|
作者
HORST, R
MUU, LD
NAST, M
机构
[1] UNIV TRIER,ALEXANDER VON HUMBOLDT FDN,W-5500 TRIER,GERMANY
[2] DEPT MATH,BO HO,VIETNAM
关键词
GLOBAL OPTIMIZATION; CONVEX CONCAVE PROGRAMMING; BRANCH-AND-BOUND METHODS; OPTIMIZATION OF DIFFERENCES OF CONVEX FUNCTIONS; FRACTIONAL MULTIPLICATIVE PROGRAMMING;
D O I
10.1007/BF02191854
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A class of branch-and-bound methods is proposed for minimizing a quasiconvex-concave function subject to convex and quasiconvex-concave inequality constraints. Several important special cases where the subproblems involved by the bounding-and-branching operations can be solved quite effectively include certain d.c. programming problems, indefinite quadratic programming with one negative eigenvalue, affine multiplicative problems, and fractional multiplicative optimization.
引用
收藏
页码:267 / 293
页数:27
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