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An algorithm for separable piecewise convex programming problems

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  • Richard M. Soland

Abstract

We present a branch and bound algorithm to solve mathematical programming problems of the form: Find x =|(x1,…xn) to minimize Σϕi0(x1) subject to xϵG, l≦x≦L and Σϕi0(x1)≦0, j=1,…,m. With l=(l1,…,ln) and L=(L1,…,Ln), each ϕij is assumed to be lower aemicontinuous and piecewise convex on the finite interval [li.Li]. G is 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={x|l ≦ x ≦L} on the bahis of the piecewise convexity of the problem functions ϕij. Computational considerations are discussed, and an illustrative example is presented.

Suggested Citation

  • Richard M. Soland, 1973. "An algorithm for separable piecewise convex programming problems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 20(2), pages 325-340, June.
  • Handle: RePEc:wly:navlog:v:20:y:1973:i:2:p:325-340
    DOI: 10.1002/nav.3800200213
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