Minimization of a concave function on a convex polyhedron

Stanisław L. Kryński

Mathematica Applicanda (1982)

  • Volume: 10, Issue: 21
  • ISSN: 1730-2668

Abstract

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The problem of minimizing a concave function on a convex polyhedron is considered. The author proposes a solution algorithm which, starting from a vertex representing a local minimum of the objective function, constructs a sequence of auxiliary linear programming problems in order to find a global minimum. The convergence of the algorithm is proven.

How to cite

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Stanisław L. Kryński. "Minimization of a concave function on a convex polyhedron." Mathematica Applicanda 10.21 (1982): null. <http://eudml.org/doc/293333>.

@article{StanisławL1982,
abstract = {The problem of minimizing a concave function on a convex polyhedron is considered. The author proposes a solution algorithm which, starting from a vertex representing a local minimum of the objective function, constructs a sequence of auxiliary linear programming problems in order to find a global minimum. The convergence of the algorithm is proven.},
author = {Stanisław L. Kryński},
journal = {Mathematica Applicanda},
keywords = {Convex programming; Nonlinear programming},
language = {eng},
number = {21},
pages = {null},
title = {Minimization of a concave function on a convex polyhedron},
url = {http://eudml.org/doc/293333},
volume = {10},
year = {1982},
}

TY - JOUR
AU - Stanisław L. Kryński
TI - Minimization of a concave function on a convex polyhedron
JO - Mathematica Applicanda
PY - 1982
VL - 10
IS - 21
SP - null
AB - The problem of minimizing a concave function on a convex polyhedron is considered. The author proposes a solution algorithm which, starting from a vertex representing a local minimum of the objective function, constructs a sequence of auxiliary linear programming problems in order to find a global minimum. The convergence of the algorithm is proven.
LA - eng
KW - Convex programming; Nonlinear programming
UR - http://eudml.org/doc/293333
ER -

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