Convex programming for disjunctive convex optimization |
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| Authors: | Sebastián Ceria João Soares |
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| Institution: | (1) 417 Uris Hall, Graduate School of Business, Columbia University, New York, NY 10027, USA. e-mail: sebas@cumparsita.gsb.columbia.edu, US;(2) Departamento de Matemática da Universidade de Coimbra, 3000 Coimbra, Portugal. e-mail: jsoares@mat.uc.pt, PT |
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| Abstract: | Given a finite number of closed convex sets whose algebraic representation is known, we study the problem of finding the minimum
of a convex function on the closure of the convex hull of the union of those sets. We derive an algebraic characterization
of the feasible region in a higher-dimensional space and propose a solution procedure akin to the interior-point approach
for convex programming.
Received November 27, 1996 / Revised version received June 11, 1999?Published online November 9, 1999 |
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| Keywords: | Mathematics Subject Classification (1991): 90C30 90C11 90C25 |
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