Article ID Journal Published Year Pages File Type
6896359 European Journal of Operational Research 2015 4 Pages PDF
Abstract
A minimization problem with a convex separable objective function subject to linear equality constraints and box constraints (bounds on the variables) is considered. Necessary and sufficient optimality condition is proved for a feasible solution to be an optimal solution to this problem. Primal-dual analysis is also included. Examples of some convex separable objective functions for the considered problem are presented.
Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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