Accession Number:
AD0679618
Title:
NON-CONVEX PROGRAMMING.
Descriptive Note:
Themis optimization research program,
Corporate Author:
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
Personal Author(s):
Report Date:
1968-11-26
Pagination or Media Count:
25.0
Abstract:
The paper is concerned with the solution of the problem, minimize f sub ox,y, subject to the constraints, f sub ix,y or 0, i 1, ..., m, when the functions f sub ix,y are not necessarily convex in the variables x and y. In particular, it is assumed that we may write f sub ix,y h sub ix - g sub iy, i 0, ..., m where the h sub ix are convex functions of the n-vector x but nothing is assumed about the functions g sub iy 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
Descriptors:
Subject Categories:
- Operations Research