A geometric branch and bound method for robust maximization of convex functions.

Fengqiao Luo Sanjay Mehrotra

Published in: J. Glob. Optim. (2021)

Keyphrases

convex functions
branch and bound method
objective function
reduce the search space
lower bound
linear program
feasible solution
branch and bound algorithm
exact penalty
probability distribution
linear programming
special case
column generation
quasiconvex