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Convex separable minimization with box constraints
Author(s) -
Stefanov Stefan M.
Publication year - 2007
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200700535
Subject(s) - separable space , mathematics , mathematical optimization , regular polygon , convex analysis , convergence (economics) , minification , convex function , constraint (computer aided design) , linear matrix inequality , convex optimization , function (biology) , proper convex function , economics , mathematical analysis , geometry , evolutionary biology , biology , economic growth
A minimization problem with convex separable objective function subject to a convex separable inequality constraint of the form “less than or equal to” and bounds on the variables (box constraints) is considered. Necessary and sufficient condition is proved for a feasible solution to be an optimal solution to this problem. An iterative algorithm of polynomial complexity for solving problems of the considered form is suggested and its convergence is proved. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
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