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On a decomposition method for nonconvex global optimization
Authors:Hoang Tuy
Affiliation:(1) Institute of Mathematics, 18 Hoang Quoc Viet Road, 10307 Hanoi, Vietnam
Abstract:
A rigorous foundation is presented for the decomposition method in nonconvex global optimization, including parametric optimization, partly convex, partly monotonic, and monotonic/linear optimization. Incidentally, some errors in the recent literature on this subject are pointed out and fixed.
Keywords:Nonconvex global optimization  Parametric optimization  Partly convex  Partly monotonic  Monotonic/linear problems  Branch and bound decomposition algorithm  Lagrangian bound  Duality gap  Convergence conditions
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