Strictly convex separable optimization with linear equality constraints and bounded variables

被引:4
作者
Stefanov, Stefan M. [1 ]
机构
[1] South West Univ Neofit Rilski, Dept Informat, Blagoevgrad 2700, Bulgaria
关键词
Separable programming; Convex programming; Necessary and sufficient condition; Engineering and economic applications;
D O I
10.1080/09720510.2017.1417730
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, minimization problem with a separable strictly convex objective function subject to several linear equality constraints and bounds on the variables (box constraints) is considered. Such problems arise in manufacturing, facility location, resource allocation, engineering and economic applications, etc. A necessary and sufficient condition (characterization) is proved for a feasible solution to be the (unique) optimal solution of the considered problem. Primal-dual analysis of the proposed approach is made. Examples of some important separable strictly convex objective functions for the problem under consideration are presented.
引用
收藏
页码:261 / 272
页数:12
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