Minimizing the sum of a convex function and the product of two affine functions over a convex set. (English) Zbl 0817.90113

Muu, L. D.; Tam, B. T.

Optimization 24, No. 1-2, 57-62 (1992).

Summary: An efficient branch-and-bound algorithm for minimizing the sum of a convex function and the product of two affine functions over a convex set is proposed. The branching takes place in an interval of \(R\), the bounding is a relaxation.

MSC:

90C30	Nonlinear programming
65K05	Numerical mathematical programming methods
49J52	Nonsmooth analysis

Keywords:

global optimization; numerical efficiency; branch-and-bound; sum of a convex function and the product of two affine functions

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