MIXED CONVEX AND NON-CONVEX PROGRAMMING.
Abstract
In the paper an algorithm is described for solving mixed convex-nonconvex programming problems of the form: minimize f sub o(x, y) subject to f sub j(x, y) < or = 0, j = 1, ..., k, where x is an n-vector and y is an m-vector and, in addition to some other mild conditions, for each y, f sub j(x, y), j = 0, ..., k, is a convex function of x. The algorithm consists of an efficient scan of the 'non-convex' (y) space in conjunction with convex programming methods in the 'convex' (x) space to find the global minimum of f sub o with a reasonable amount of computational effort. The algorithm will be practicable only when the number m of 'non-convex' variables is moderate, say m < or = 5.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1970
- Accession Number
- AD0702461
Entities
People
- Herman Otto Hartley
- L. R. Lamotte
- M. D. George
Organizations
- Texas A&M University