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In this note we show that many classes of global optimization problems can be treated most satisfactorily by classical optimization theory and conventional algorithms. We focus on the class of problems involving the minimization of the product of several convex functions on a convex set which was studied recently by Kunoet al. [3]. It is shown that these problems are typical composite concave programming problems and thus can be handled elegantly by c-programming [4]–[8] and its techniques. 相似文献
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In this paper the structure of a smooth pseudolinear function is investigated and the general form of the gradient is given explicitly. 相似文献
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Moshe Sniedovich 《Operations Research Letters》1985,4(1):19-21
This paper presents the essentials of a method designed to solve optimization problems whose objective functions are of the form g(x)+ ψ(u(x)), where ψ is differentiable and either concave or convex. It is shown that solutions to such problems can be obtained through the solutions of the Lagrangian problem whose objective function is of the form g(x)+ λu(x). 相似文献
4.
Moshe Sniedovich Emmanuel Macalalag Suzanne Findlay 《Journal of Global Optimization》1994,4(1):89-109
In this paper we give a brief account of the important role that the conventional simplex method of linear programming can play in global optimization, focusing on its collaboration with composite concave programming techniques. In particular, we demonstrate how rich and powerful the c-programming format is in cases where its parametric problem is a standard linear programming problem. 相似文献
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A class of nonseparable dynamic programming problems 总被引:3,自引:0,他引:3
M. Sniedovich 《Journal of Optimization Theory and Applications》1987,52(1):111-121
A solution procedure is proposed for a class of deterministic sequential decision problems whose objective functions are of the form f
n(x
n)+(g
n(x
n)) where is differentiable and either concave or convex. The procedure calls for the collaboration between dynamic programming and c-programming, and is demonstrated in our treatment of a minimum variance type problem. 相似文献
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