Mathematics.Physics and Chemistry

Cutting Plane Method for Solving Concave Minimization Programming Based on a New γ-Extension

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  • College of Sciences, Shanghai University, Shanghai 200444, China

Received date: 2010-09-10

  Online published: 2012-02-29

Abstract

We first briefly give the concept of concave minimization programming and the cutting plane method, and then propose the uncertain upper limited integral function method which will be used to solve γ constant in the γ-extension. We show that the proposed method only requires a finite number of iterations to reach a near-optimal solution that is just the global optimization. Implementation of the method is reported with satisfactory numerical results.

Cite this article

LIU Lin-na,YANG Yong-jian,YU Feng . Cutting Plane Method for Solving Concave Minimization Programming Based on a New γ-Extension[J]. Journal of Shanghai University, 2012 , 18(1) : 59 -63 . DOI: 10.3969/j.issn.1007-2861.2012.01.012

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