A finite algorithm for globally minimizing a concave function under linear constraints and its applications
type: Item
instance of: scholarly article
title: A finite algorithm for globally minimizing a concave function under linear constraints and its applications
zbMATH Open document ID: 0621.90082
author: Vu Thien Ban
published in: Acta Mathematica Vietnamica
publication date: 1986-01-01T00:00:00Z
review text: The problem considered is: minimize \(\{\) f(x): \(x\in D\}\) where \(D\subset {\mathbb{R}}^ n\) is a polyhedral convex set not necessarily bounded and \(f: {\mathbb{R}}^ n\to {\mathbb{R}}\) is concave and upper semi-continuous. The solution presented is a development of previous work by \textit{H. Tuy} [Dokl. Akad. Nauk SSSR 159, 32-35 (1964); transl. in Sov. Math. 5, 1437- 1440 (1964)] and by \textit{Nguyen Van Thoai} and \textit{H. Tuy} [Math. Oper. Res 5, 556-566 (1980; Zbl 0472.90054)]. After proving the finiteness of the solution algorithm the author describes applications to the fixed charge problem, bilinear programming and the linear complementarity problem as well as some results of computational experience.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 4008129
zbMATH Keywords: linear constraints
zbMATH Keywords: concave programming
zbMATH Keywords: fixed charge problem
zbMATH Keywords: bilinear programming
zbMATH Keywords: linear complementarity
reviewed by: Alfonso Gil Azpeitia
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4008129