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A level set algorithm for a class of reverse convex programs

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Abstract

A new algorithm is presented for minimizing a linear function subject to a set of linear inequalities and one additional reverse convex constraint. The algorithm utilizes a conical partition of the convex polytope in conjuction with its facets in order to remain on the level surface of the reverse convex constraint. The algorithm does not need to solve linear programs on a set of cones which converges to a line segment.

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Authors and Affiliations

  1. AT&T Bell Laboratories, 07733, Holmdel, NJ, USA

    Sihem Ben Saad

  2. Department of Electrical Engineering, University of California, 90024, Los Angeles, CA, USA

    Stephen E. Jacobsen

Authors
  1. Sihem Ben Saad
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  2. Stephen E. Jacobsen
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Ben Saad, S., Jacobsen, S.E. A level set algorithm for a class of reverse convex programs. Ann Oper Res 25, 19–42 (1990). https://doi.org/10.1007/BF02283685

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  • DOI: https://doi.org/10.1007/BF02283685

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