Convergence of duality bound method in partly convex programming
We discuss the convergence of a decomposition branch-and-bound algorithm using Lagrangian duality for partly convex programs in the general form. It is shown that this decomposition algorithm has all convergence properties as any known branch-and-bound algorithm in global optimization under usual as...
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Veröffentlicht in: | Journal of global optimization 2002-01, Vol.22 (1-4), p.263 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We discuss the convergence of a decomposition branch-and-bound algorithm using Lagrangian duality for partly convex programs in the general form. It is shown that this decomposition algorithm has all convergence properties as any known branch-and-bound algorithm in global optimization under usual assumptions. Thus, some strict assumptions discussed in the literature are avoidable. |
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ISSN: | 0925-5001 1573-2916 |
DOI: | 10.1023/A:1013871532570 |