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Parametric Decomposition

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Convex Analysis and Global Optimization

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 110))

Abstract

A partly convex problem can also be viewed as a convex optimization problem depending upon a parameter \( x \in \mathbb{R}^{n}. \) 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.

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Authors and Affiliations

  1. Vietnam Academy of Science and Technology, Institute of Mathematics, Hanoi, Vietnam

    Hoang Tuy

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  1. Hoang Tuy
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Tuy, H. (2016). Parametric Decomposition. In: Convex Analysis and Global Optimization. Springer Optimization and Its Applications, vol 110. Springer, Cham. https://doi.org/10.1007/978-3-319-31484-6_9

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