Open AccessTechnical Note—Construction of Difficult Linearly Constrained Concave Minimization Problems
Author(s) -
Bahman Kalantari
Publication year - 1985
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.33.1.222
Subject(s) - concave function , vertex (graph theory) , polytope , mathematics , minification , differentiable function , mathematical optimization , combinatorics , construct (python library) , computer science , regular polygon , graph , pure mathematics , geometry , programming language
Given a polytope and an arbitrary subset of its vertices, we show how to construct a differentiable concave function that assumes any arbitrary value within a specified e-tolerance at each vertex of the subset, with each vertex in the subset a strong local constrained minimum. We also show how this construction method can be used to generate test problems for linearly constrained concave minimization algorithms.
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