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Technical Note—Construction of Difficult Linearly Constrained Concave Minimization Problems

Author

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  • Bahman Kalantari

    (Rutgers University, New Brunswick, New Jersey)

Abstract

Given a polytope and an arbitrary subset of its vertices, we show how to construct a differentiable concave function that assumes any arbitrary value (within a specified ε-tolerance) at each vertex of the subset, with each vertex in the subset a strong local constrained minimum. We also show how this construction method can be used to generate test problems for linearly constrained concave minimization algorithms.

Suggested Citation

  • Bahman Kalantari, 1985. "Technical Note—Construction of Difficult Linearly Constrained Concave Minimization Problems," Operations Research, INFORMS, vol. 33(1), pages 222-227, February.
  • Handle: RePEc:inm:oropre:v:33:y:1985:i:1:p:222-227
    DOI: 10.1287/opre.33.1.222
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