EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"d.c. programs"
Narrow search

Narrow search

Year of publication
Subject
All
Lagrangian decomposition 2 bounds 2 d.c. programs 2
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Language
All
Undetermined 2
Author
All
Carrizosa, Emilio 2
Published in...
All
Computational Statistics 1 Mathematical Methods of Operations Research 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
An optimal bound for d.c. programs with convex constraints
Carrizosa, Emilio - In: Mathematical Methods of Operations Research 54 (2001) 1, pp. 47-51
A well-known strategy for obtaining a lower bound on the minimum of a d.c. function f−g over a compact convex set S⊂ℝ<Superscript>n</Superscript> consists of replacing the convex function f by a linear minorant at x <Subscript>0</Subscript>∈S. In this note we show that the x <Subscript>0</Subscript> <Superscript>*</Superscript> giving the optimal bound can be obtained by solving a...</superscript></subscript></subscript></superscript>
Persistent link: https://www.econbiz.de/10010999768
Saved in:
Cover Image
An optimal bound for d.c. programs with convex constraints
Carrizosa, Emilio - In: Computational Statistics 54 (2001) 1, pp. 47-51
A well-known strategy for obtaining a lower bound on the minimum of a d.c. function f−g over a compact convex set S⊂ℝ n consists of replacing the convex function f by a linear minorant at x 0 ∈S. In this note we show that the x 0 * giving the optimal bound can be obtained by solving a...
Persistent link: https://www.econbiz.de/10010759364
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...