Accession Number:

AD0730755

Title:

An Algorithm for Separable Piecewise Convex Programming Problems.

Descriptive Note:

Research rept.,

Corporate Author:

TEXAS UNIV AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

Report Date:

1971-08-01

Pagination or Media Count:

35.0

Abstract:

The author presents a branch and bound algorithm to solve mathematical programming problems of the form Find x x1,...,xn to minimize the summation of Phisub i 0x sub i subject to x belongs to G, l or x or L, and the summation of Phisub i j x sub i or O, j 1,...,m. With l l1,...,ln and L L1,...,Ln, each Phi sub i j is is assumed to be lower semicontinuous and piecewise convex on the finite interval liLi. Gis assumed to be a closed convex set. The algorithm solves a finite sequence of convex programming problems these correspond to successive partitions of the set C the setxl or x or L on the basis of the piecewise convexity of the problem functions Phi sub i. Computational considerations are discussed, and an illustrative example is presented. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE