NON-CONVEX PROGRAMMING.
Abstract
The paper is concerned with the solution of the problem, minimize f sub o(x,y), subject to the constraints, f sub i(x,y) = or < 0, i = 1, ..., m, when the functions f sub i(x,y) are not necessarily convex in the variables x and y. In particular, it is assumed that we may write f sub i(x,y) = h sub i(x) - g sub i(y), i = 0, ..., m where the h sub i(x) are convex functions of the n-vector x but nothing is assumed about the functions g sub i(y) which depend on the N-vector y. Techniques are proposed for obtaining relative optima for the general problem and global optima for certain special cases. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 26, 1968
- Accession Number
- AD0679618
Entities
People
- Herman Otto Hartley
- R. R. Hocking
Organizations
- Texas A&M University