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Acta Mathematica Vietnamica

CONVEX-CONCAVE PROGRAMMINGS AS A DECOMPOSITION APPROACH TO GLOBAL OPTIMIZATION

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Abstract

We show that many problems of global optimization can be converted into convex-concave programs which can be solved by a decomposition procedure combining branch-and-bound techniques with cutting plane methods. The algorithms use adaptive rectangular and simplicial subdivisions which are not necessarily exhaustive but sufficient to guarantee convergence.