The Facial Decomposition Method
CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
Pagination or Media Count:
The note presents a brute force approach to linearly constrained programming in non-convex optimization the aim here is to illustrate a general methodology which can be applied to construct tailor-made algorithms in specific applications. In essence, the facila decomposition method constructs a non- redundant list of all faces of the polyhedral set P belongs to R sup n. Each face is characterized by a linear program in a given affine subspace of R sup n. This list is conveniently displayed in a tree structure which represents the set of nodes to be searched typically for optimality.
- Operations Research