An efficient method for minimizing a convex separable logarithmic function subject to a convex inequality constraint or linear equality constraint.
Stefanov, Stefan M. (2006)
Journal of Applied Mathematics and Decision Sciences
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Displaying similar documents to “Convex separable minimization problems with a linear constraint and bounded variables.”
An efficient method for minimizing a convex separable logarithmic function subject to a convex inequality constraint or linear equality constraint.
Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in .
Stefanov, Stefan M. (2004)
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A new global optimization algorithm for solving generalized geometric programming.
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A Modified Step-Length Algorithm in Nonlinear Programming
Nada I. Žuranović-Miličić (2000)
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Solving convex program via Lagrangian decomposition
Matthias Knobloch (2004)
Kybernetika
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We consider general convex large-scale optimization problems in finite dimensions. Under usual assumptions concerning the structure of the constraint functions, the considered problems are suitable for decomposition approaches. Lagrangian-dual problems are formulated and solved by applying a well-known cutting-plane method of level-type. The proposed method is capable to handle infinite function values. Therefore it is no longer necessary to demand the feasible set with respect to the...
A formulation of combinatorial auction via reverse convex programming.
Schellhorn, Henry (2005)
Journal of Applied Mathematics and Decision Sciences
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