Treffer: On a Finite Branch and Bound Algorithm for the Global Minimization of a Concave Power Law Over a Polytope

Title:
On a Finite Branch and Bound Algorithm for the Global Minimization of a Concave Power Law Over a Polytope
Source:
Journal of optimization theory and applications. 151(1):121-134
Publisher Information:
New York, NY: Springer, 2011.
Publication Year:
2011
Physical Description:
print, 40 ref
Original Material:
INIST-CNRS
Document Type:
Fachzeitschrift Article
File Description:
text
Language:
English
Author Affiliations:
Chemical and Biomolecular Engineering Department, UCLA, 420 Westwood Plaza, 5549 Boelter Hall, Los Angeles, CA 90095, United States
Department of Chemical Engineering and Materials Engineering, King Abdul Aziz University, Jeddah, 21589, Saudi Arabia
ISSN:
0022-3239
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Operational research. Management
Accession Number:
edscal.24616721
Database:
PASCAL Archive

Weitere Informationen

In this paper, a finite branch-and-bound algorithm is developed for the minimization of a concave power law over a polytope. Linear terms are also included in the objective function. Using the first order necessary conditions of optimality, the optimization problem is transformed into an equivalent problem consisting of a linear objective function, a set of linear constraints, a set of convex constraints, and a set of bilinear complementary constraints. The transformed problem is then solved using a finite branch-and-bound algorithm that solves two convex problems at each of its nodes. The method is illustrated by means of an example from the literature.