An algorithm for separable piecewise convex programming problems

Abstract We present a branch and bound algorithm to solve mathematical programming problems of the form: Find x =|(x 1 ,…x n ) to minimize Σϕ i0 (x 1 ) subject to x ϵG, l≦x≦L and Σϕ i0 (x 1 )≦0, j=1,…,m. With l=(l 1 ,…,l n ) and L=(L 1 ,…,L n ), each ϕ ij is assumed to be lower aemicontinuous and pi... View More