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Hidden convexity in partially separable optimization

Publication Year :
2011

Abstract

The paper identifies classes of nonconvex optimization problems whose convex relaxations have optimal solutions which at the same time are global optimal solutions of the original nonconvex problems. Such a hidden convexity property was so far limited to quadratically constrained quadratic problems with one or two constraints. We extend it here to problems with some partial separable structure. Among other things, the new hidden convexity results open up the possibility to solve multi-stage robust optimization problems using certain non-linear decision rules.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.dris...00893..8a698145cabd21a61ac68dae78363887