Results 161 to 170 of about 24,807 (199)

Quality in Mixed Integer Nonconvex and Nondifferentiable Programming

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 1979
AbstractIn this paper we formulate the duals of linear and nonlinear fractional programs and certain nondifferentiable programs in which some variables are integer constrained. We also show that in one of the cases an algorithm can be developed as an immediate consequence of this duality theory.
Chandra, Suresh, Chandramohan, M.
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Efficiency and Solution Approaches to Bicriteria Nonconvex Programs

Journal of Global Optimization, 1997
The authors consider bicriteria optimization problems in finite dimensions. Based on the known \(\varepsilon\)-constranit auxiliary problem and a special augmented Lagrangian a scalarization technique is presented. The concepts of \(q_i\)-approachable points and a so-called augmented duality gap are proposed.
Tenhuisen, Matthew L., Wiecek, Malgorzata M.   +1 more
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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.
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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
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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
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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
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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
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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 ...
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Optimality conditions for nonconvex semidefinite programming

Mathematical Programming, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A duality relation in nonconvex programming

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