Results 161 to 170 of about 24,658 (179)

Shadow prices in nonconvex mathematical programming

Mathematical Programming, 1980
In this paper a definition is proposed for the concept of shadow prices in nonconvex programming. For a nonlinear program with equality and inequality constraints, existence of these prices and bounds for their possible values are obtained under the Mangasarian—Fromowitz regularity condition.
openaire   +2 more sources

Global optimization of nonconvex factorable programming problems

Mathematical Programming, 2001
In this paper is presented a global optimization approach for solving a class of nonconvex factorable programming problems, that arise in a variety of engineering process control and design problems. McCormick introduced the nonconvex factorable programming problem in 1976 in a different, but equivalent, form.
Sherali, Hanif D., Wang, Hongjie
openaire   +2 more sources

Nonconvexity and Descent in Nonlinear Programming

1996
Nonconvexity in nonlinear and quadratic programming is studied in the context of a full space successive quadratic programming (SQP) method with analytical second derivatives. It is shown that nonconvexity can lead to indefinite quadratic programs and multiple Kuhn-Tucker points in both the quadratic and nonlinear programs.
Angelo Lucia, Jinxian Xu
openaire   +1 more source

Nonlinear rescaling Lagrangians for nonconvex semidefinite programming

Optimization, 2013
This paper focuses on the study of rescaling Lagrangians for solving nonconvex semidefinite programming problems. The rescaling nonlinear Lagrangians are generated by Lowner operators associated with convex real-valued functions. A set of conditions on the convex real-valued functions is proposed to guarantee the convergence of nonlinear rescaling ...
Liwei Zhang, Yang Li, Jia Wu
openaire   +1 more source

Linear-programming approach to nonconvex variational problems

Numerische Mathematik, 2004
The authors consider the sequential linear programming schemes for solving nonconvex variational problems. The convergence of the iterative method is studied by using the Banach fixed-point theorem. Several examples are given to illustrate the efficiency of the technique, which is another positive point of this paper.
Bartels, Sören, Roubíček, Tomáš
openaire   +1 more source

An algorithm for nonconvex programming problems

Mathematical Programming, 1976
Branch and bound approaches for nonconvex programming problems had been given in [1] and [4]. Crucial for both are the use of rectangular partitions, convex envelopes and separable nonconvex portions of the objective function and constraints. We want to propose a similar algorithm which solves a sequence of problems in each of which the objective ...
openaire   +2 more sources

Optimality conditions for nonconvex semidefinite programming

Mathematical Programming, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

A duality relation in nonconvex programming

Journal of Soviet Mathematics, 1988
Translation from Issled. Prikl. Mat. 2, 71-75 (Russian) (1974; Zbl 0365.90114).
openaire   +1 more source

Bounds for Stochastic Programs — Nonconvex Case

1997
Suppose, that we have a problem of stochastic programming with a random parameter. Let this random variable has a distribution P. In the case, that we do not know the distribution P (we have only some partial information about it), we can not get solution of our problem (if we use the same formulation like we would know P).
openaire   +1 more source

Nonconvex Programming, Special issue in Optimization

2010
International ...
Le Thi, Hoai An, Pham Dinh, Tao
openaire   +1 more source