Optimizing convex functions over nonconvex sets

Details Optimizing convex functions over nonconvex sets Optimizing convex functions over nonconvex sets

2011-12-14

arxiv.org/abs/1112.3290v1

Mathematics

Optimization and Control

9 pages

Scientific paper

In this paper we derive strong linear inequalities for sets of the form {(x, q) \in Rd \times R : q \geq Q(x), x \in Rd - int(P)}, where Q(x) : Rd \rightarrow R is a quadratic function, P \subset Rd and "int" denotes interior. Of particular but not exclusive interest is the case where P denotes a closed convex set. In this paper, we present several cases where it is possible to characterize the convex hull by efficiently separable linear inequalities.

Affiliated with

Also associated with

No associations

Rating

Optimizing convex functions over nonconvex sets does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Optimizing convex functions over nonconvex sets, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Optimizing convex functions over nonconvex sets will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-228035