Accession Number : AD0702461

Title :   MIXED CONVEX AND NON-CONVEX PROGRAMMING.

Descriptive Note : Themis optimization research program (Final),

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s) : Hartley,H. O. ; George,M. D. ; LaMotte,L. R.

Report Date : JAN 1970

Pagination or Media Count : 28

Abstract : In the paper an algorithm is described for solving mixed convex-nonconvex programming problems of the form: minimize f sub o(x, y) subject to f sub j(x, y) < or = 0, j = 1, ..., k, where x is an n-vector and y is an m-vector and, in addition to some other mild conditions, for each y, f sub j(x, y), j = 0, ..., k, is a convex function of x. The algorithm consists of an efficient scan of the 'non-convex' (y) space in conjunction with convex programming methods in the 'convex' (x) space to find the global minimum of f sub o with a reasonable amount of computational effort. The algorithm will be practicable only when the number m of 'non-convex' variables is moderate, say m < or = 5.

Descriptors :   (*NONLINEAR PROGRAMMING, ALGORITHMS), CONVEX SETS, ITERATIONS, THEOREMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE