Accession Number:

AD0702461

Title:

MIXED CONVEX AND NON-CONVEX PROGRAMMING.

Descriptive Note:

Themis optimization research program (Final),

Corporate Author:

TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Report Date:

1970-01-01

Pagination or Media Count:

28.0

Abstract:

In the paper an algorithm is described for solving mixed convex-nonconvex programming problems of the form minimize f sub ox, y subject to f sub jx, 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 jx, 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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE