Convex separable minimization subject to bounded variables

被引:28
|
作者
Stefanov, SM [1 ]
机构
[1] Neofit Rilski Univ, Dept Math, Blagoevgrad, Bulgaria
关键词
convex programming; separable programming; singly constrained program; knapsack problem; algorithms;
D O I
10.1023/A:1008739510750
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A minimization problem with convex and separable objective function subject to a separable convex inequality constraint "less than or equal to" and bounded variables is considered. A necessary and sufficient condition is proved for a feasible solution to be an optimal solution to this problem. Convex minimization problems subject to linear equality/linear inequality "greater than or equal to" constraint, and bounds on the variables are also considered. A necessary and sufficient condition and a sufficient condition, respectively, are proved for a feasible solution to be an optimal solution to these two problems. Algorithms of polynomial complexity for solving the three problems are suggested and their convergence is proved. Some important forms of convex functions and computational results are given in the Appendix.
引用
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页码:27 / 48
页数:22
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