Convex separable minimization with box constraints |
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| Authors: | Stefan M Stefanov |
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| Institution: | Department of Informatics, Neofit Rilski South-Western University, 66 Ivan Mihailov Str., 2700 Blagoevgrad, BULGARIA |
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| Abstract: | A minimization problem with convex separable objective function subject to a convex separable inequality constraint of the form “less than or equal to” and bounds on the variables (box constraints) is considered. Necessary and sufficient condition is proved for a feasible solution to be an optimal solution to this problem. An iterative algorithm of polynomial complexity for solving problems of the considered form is suggested and its convergence is proved. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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