A method for local and global minimization of concave function under linear consraints

Global optimization involves solving mathematical programming problems that may have distinct local optima. In this paper, I present a method for locating a global minimum (maximum) of a concave (convex) function subjected to linear inequalities.

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主要作者: Omar, Amani
格式: Other
语言:英语
出版: The Institute Of National Planning. 2018
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在线阅读:http://repository.inp.edu.eg/xmlui/handle/123456789/4040
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总结:Global optimization involves solving mathematical programming problems that may have distinct local optima. In this paper, I present a method for locating a global minimum (maximum) of a concave (convex) function subjected to linear inequalities.