Reducing Convex Programs with Tree Constraints
Abstract
This paper describes a class of convex programs with tree constraints that has applications in production planning, capacity expansion, and other related areas. A reduction procedure is presented for solving this class of convex programs with N variables. This reduction procedure determines an optimal solution to the convex problem by solving at most N simple convex subproblems. Hence, this reduction procedure is an efficient approach for solving large scale convex programs of this sort.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 11, 1986
- Accession Number
- ADA204657
Entities
People
- Christopher S. Tang
Organizations
- University of California, Los Angeles