Minimization of a strictly convex separable function subject to convex separable inequality constraint and box constraints

被引:5
|
作者
Stefanov, Stefan M. [1 ]
机构
[1] Neofit Rilski South Western Univ, Dept Informat, Blagoevgrad 2700, Bulgaria
关键词
Convex programming; separable programming; singly constrained program; algorithms; computational complexity;
D O I
10.1080/09720502.2009.10700652
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A minimization problem with strictly convex separable objective function subject to a convex separable inequality constraint of the form "less than or equal to" and bounds on the variables is considered. Necessary and sufficient condition is proved for a feasible solution to be an optimal solution to this problem. An iterative algorithm of polynomial complexity for solving such problems is suggested and its convergence is proved. Modifications of this algorithm are proposed in connection with some extensions of the considered problem as well as in order to avoid some computational difficulties. Examples of important convex functions for the problem under consideration and computational results are presented.
引用
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页码:647 / 673
页数:27
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