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Decomposition approach for the global minimization of biconcave functions over polytopes

  • R. Horst
  • N. V. Thoai
Contributed Papers

Abstract

A decomposition approach is proposed for minimizing biconcave functions over polytopes. Important special cases include concave minimization, bilinear and indefinite quadratic programming for which new algorithms result. The approach introduces a new polyhedral partition and combines branch-and-bound techniques, outer approximation, and projection of polytopes in a suitable way.

Key Words

Global optimization biconcave programming concave minimization bilinear and quadratic programming branch-and-bound algorithms outer approximations. 

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Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • R. Horst
    • 1
  • N. V. Thoai
    • 2
  1. 1.Fachbereich IV, Department of MathematicsUniversity of TrierTrierGermany
  2. 2.Institute of MathematicsHanoiVietnam

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