A convergent algorithm for solving linear programs with an additional reverse convex constraint
نویسنده
چکیده
An inequality g{x) 2i 0 is often said to be a reverse convex constraint if the function g is continuous and convex. The feasible regions for linear program with an additional reverse convex constraint are generally non-convex and disconnected. In this paper a convergent algorithm for solving such a linear problem is proposed. The method is based upon a combination of the branch and bound procedure with the linearization of the reverse convex constraint by using the cutting-plane technique.
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ورودعنوان ژورنال:
- Kybernetika
دوره 21 شماره
صفحات -
تاریخ انتشار 1985