
Accession Number : AD0702461
Title : MIXED CONVEX AND NONCONVEX 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 convexnonconvex 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 nvector and y is an mvector 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 'nonconvex' (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 'nonconvex' 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