Accession Number : AD0743498

Title :   An Algorithm for Locating Approximate Global Solutions of Nonconvex, Separable Problems,

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C PROGRAM IN LOGISTICS

Personal Author(s) : Falk,James E.

Report Date : 20 APR 1972

Pagination or Media Count : 34

Abstract : A commonly employed method for locating solutions of separable programming problems involves a modification of the simplex method applied to a piecewise linear approximation of the original problem. This technique locates only local solutions of the approximate problem. The author presents here the details of a method designed to locate global solutions of the same problem. The method is based on the branch and bound procedure and sets up a finite sequence of linear programming subproblems of a special structure whose solutions ultimately yield the desired global solution. An example is given, and some computational aspects are discussed. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, ALGORITHMS), SIMPLEX METHOD, CONVEX SETS, APPROXIMATION(MATHEMATICS), OPTIMIZATION

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE