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Mathematical Programming

, Volume 61, Issue 1–3, pp 75–87 | Cite as

An algorithm for solving convex programs with an additional convex—concave constraint

  • Dung Le Muu
Article

Abstract

An implementable decomposition method based on branch-and-bound techniques is proposed for finding a global optimal solution of certain convex programs with an additional convex—concave constrainth(x, y) ⩽ 0. A nonadaptive simplicial and an adaptive bisection are used for the branching operation, which is performed iny-space only. The bounding operation is based on a relaxation of the convex—concave constrainth(x, y) ⩽ 0. The algorithm can be applied efficiently for linear programs with an additional affine multiplicative constraint.

Key words

Global optimization branch-and-bound convex—concave constraint d.c. programming the product of two affine functions decomposition method algorithm 

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Copyright information

© The Mathematical Programming Society, Inc. 1993

Authors and Affiliations

  • Dung Le Muu
    • 1
  1. 1.Institute of MathematicsBo Ho, HanoiVietnam

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