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- W1509979919 abstract "The subject of this article is a class of global optimization problems, in which the variables can be divided into two groups such that, in each group, the functions involved have the same structure (e.g. linear, convex or concave, etc.). Based on the decomposition idea of Benders (Ref. 1), a corresponding master problem is defined on the space of one of the two groups of variables. The objective function of this master problem is in fact the optimal value function of a nonlinear parametric optimization problem. To solve the resulting master problem, a branch-and-bound scheme is proposed, in which the estimation of the lower bounds is performed by applying the well-known weak duality theorem in Lagrange duality. The results of this article concentrate on two subjects: investigating the convergence of the general algorithm and solving dual problems of some special classes of nonconvex optimization problems. Based on results in sensitivity and stability theory and in parametric optimization, conditions for the convergence are established by investigating the so-called dual properness property and the upper semicontinuity of the objective function of the master problem. The general algorithm is then discussed in detail for some nonconvex problems including concave minimization problems with a special structure, general quadratic problems, optimization problems on the efficient set, and linear multiplicative programming problems." @default.
- W1509979919 created "2016-06-24" @default.
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- W1509979919 date "2002-04-01" @default.
- W1509979919 modified "2023-09-24" @default.
- W1509979919 title "Convergence and Application of a Decomposition Method Using Duality Bounds for Nonconvex Global Optimization" @default.
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- W1509979919 doi "https://doi.org/10.1023/a:1014865432210" @default.
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