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Parametric Decomposition

In: Convex Analysis and Global Optimization

Author

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  • Hoang Tuy

    (Institute of Mathematics)

Abstract

A partly convex problem can also be viewed as a convex optimization problem depending upon a parameter x ∈ ℝ n . $$ x \in \mathbb{R}^{n}. $$ In the preceding chapter, for solving this parametric convex optimization problem, a BB Algorithm has been proposed which branches upon the space of the parameter x and operates basically as a decomposition method that reduces the problem to a sequence of easier subproblems. The present chapter deals with the important case when n is small. It turns out that in that case the problem can be solved by streamlined decomposition methods of parametric programming.

Suggested Citation

  • Hoang Tuy, 2016. "Parametric Decomposition," Springer Optimization and Its Applications, in: Convex Analysis and Global Optimization, edition 2, chapter 0, pages 283-336, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-31484-6_9
    DOI: 10.1007/978-3-319-31484-6_9
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