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Linearly constrained global minimization of functions with concave minorants

โœ Scribed by R. Horst; M. Nast


Publisher
Springer
Year
1996
Tongue
English
Weight
546 KB
Volume
88
Category
Article
ISSN
0022-3239

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With the integral approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. Optimality conditions of a penalized minimization problem are generalized to a discontinuous case; necessary and sufficient conditions for an exact pe