Optimization on Low Rank Nonconvex Structures

Download or read book Optimization on Low Rank Nonconvex Structures written by Hiroshi Konno and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Global optimization is one of the fastest developing fields in mathematical optimization. In fact, an increasing number of remarkably efficient deterministic algorithms have been proposed in the last ten years for solving several classes of large scale specially structured problems encountered in such areas as chemical engineering, financial engineering, location and network optimization, production and inventory control, engineering design, computational geometry, and multi-objective and multi-level optimization. These new developments motivated the authors to write a new book devoted to global optimization problems with special structures. Most of these problems, though highly nonconvex, can be characterized by the property that they reduce to convex minimization problems when some of the variables are fixed. A number of recently developed algorithms have been proved surprisingly efficient for handling typical classes of problems exhibiting such structures, namely low rank nonconvex structures. Audience: The book will serve as a fundamental reference book for all those who are interested in mathematical optimization.