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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of global optimization 2002-01, Vol.22 (1-4), p.263
1. Verfasser: Nguyen Van Thoai
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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.
ISSN:0925-5001
1573-2916
DOI:10.1023/A:1013871532570