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Sign reversion approach to concave minimization problems

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Abstract

We consider a problem of minimization of a concave function subject to affine constraints. By using sign reversion techniques we show that the initial problem can be transformed into a family of concave maximization problems. This property enables us to suggest certain algorithms based on the parametric dual optimization problem.

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Correspondence to Igor V. Konnov.

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Konnov, I.V. Sign reversion approach to concave minimization problems. Optim Lett 4, 491–500 (2010). https://doi.org/10.1007/s11590-010-0177-y

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  • DOI: https://doi.org/10.1007/s11590-010-0177-y

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