Solving nonconvex nonlinear programs with reverse convex constraints by sequential linear programming.
Zvi DreznerPawel Jan KalczynskiPublished in: Int. Trans. Oper. Res. (2020)
Keyphrases
- convex constraints
- quadratic program
- linear programming
- nonlinear programming
- linear program
- convex optimization
- quadratic programming
- convex programming
- linear constraints
- objective function
- primal dual
- optimal solution
- semidefinite programming
- dynamic programming
- feasible solution
- convex functions
- interior point methods
- equality constraints
- approximation algorithms
- mixed integer
- maximum margin
- constraint propagation
- interior point
- np hard