COMPLETE CHARACTERIZATIONS OF GLOBAL OPTIMALITY FOR PROBLEMS INVOLVING THE POINTWISE MINIMUM OF SUBLINEAR FUNCTIONS

Authors
GLOVER BM ISHIZUKA Y JEYAKUMAR V TUAN HD
Citation
Bm. Glover et al., COMPLETE CHARACTERIZATIONS OF GLOBAL OPTIMALITY FOR PROBLEMS INVOLVING THE POINTWISE MINIMUM OF SUBLINEAR FUNCTIONS, SIAM journal on optimization, 6(2), 1996, pp. 362-372
Citations number
16
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on optimization → ACNP
ISSN journal
10526234
Volume
6
Issue
2
Year of publication
1996
Pages
362 - 372
Database
ISI
SICI code
1052-6234(1996)6:2<362:CCOGOF>2.0.ZU;2-E
Abstract
Necessary and sufficient global optimality conditions are presented fo r certain nonconvex minimization problems subject to inequality constr aints that are expressed as the pointwise minimum of sublinear (MSL) f unctions. A generalized Farkas lemma for inequality systems with MSL f unctions plays a crucial role in presenting the conditions in dual for ms. Applications to certain multiplicative sublinear programming probl ems and fractional programming problems are also given.