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von Hohenbalken, Balder

A finite algorithm to maximize certain pseudoconcave functions on polytopes. (English) Zbl 0323.90042

Math. Program. 9, 189-206 (1975).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
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Cited in 1 Review
Cited in 25 Documents

MSC:

90C30 Nonlinear programming
52Bxx Polytopes and polyhedra
52A40 Inequalities and extremum problems involving convexity in convex geometry
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References:

[1] G.B. Dantzig,Linear programming and extensions (Princeton University Press, Princeton, N.J., 1963). · Zbl 0108.33103
[2] G.B. Dantzig and P. Wolfe, ”Decomposition principle for linear programs”,Operations Research 8(1) (1960). · Zbl 0093.32806
[3] J. Dréze and P. Van Moeseke, ”An algorithm for homogeneous programming”, CORE Discussion Paper No. 2023 (1971).
[4] O.L. Mangasarian,Nonlinear programming (McGraw-Hill, New York, 1969). · Zbl 0194.20201
[5] W.C. Mylander, ”Finite algorithms for solving quasiconvex quadratic programs”,Operations Research 20 (1) (1972) 167–173. · Zbl 0238.90057 · doi:10.1287/opre.20.1.167
[6] R.T. Rockafellar,Convex analysis (Princeton University Press, Princeton, N.J., 1970). · Zbl 0193.18401
[7] J. Rosen, ”The gradient projection method for nonlinear programming, I. Linear constraints”,Journal of the Society for Industrial and Applied Mathematics 8 (1960) 181–217. · Zbl 0099.36405 · doi:10.1137/0108011
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[9] P. Van Moeseke, ”Stochastic linear programming: A study in resource allocation under risk”,Yale Economic Essays 5 (1965) 196–254.
[10] P. Van Moeseke and B. von Hohenbalken, ”Efficient and optimal portfolios by homogeneous programming”,Zeitschrift fdr Operations Research 18 (1974) 205–214. · Zbl 0285.90004 · doi:10.1007/BF02026602
[11] B. von Hohenbalken, ”Differentiable programming on polytopes”, Research Paper Series No. 14, Department of Economics, University of Alberta (1972).
[12] B. von Hohenbalken, ”Simplicial decomposition in nonlinear programming algorithms”, Research Paper Series No. 21, Department of Economics, University of Alberta (1974). · Zbl 0362.90086
[13] P. Wolfe, ”Methods of nonlinear programming”, in: J. Abadie, ed.,Nonlinear programming (Wiley, New York, 1967), pp. 97–131. · Zbl 0178.22802
[14] W.I. Zangwill,Nonlinear programming. A unified approach (Prentice-Hall, Englewood Cliffs, N.J., 1969). · Zbl 0195.20804
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