Convex programming with single separable constraint and bounded variables

Authors:
Kalpana Dahiya;Surjeet Kaur Suneja;Vanita Verma
Affiliations:
Department of Mathematics, Panjab University, Chandigarh, India 160014;Department of Mathematics, Miranda House, University of Delhi, Delhi, India 110007;Department of Mathematics, Panjab University, Chandigarh, India 160014
Venue:
Computational Optimization and Applications
Year:
2007

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Abstract

In this paper a minimization problem with convex objective function subject to a separable convex inequality constraint "驴" and bounded variables (box constraints) is considered. We propose an iterative algorithm for solving this problem based on line search and convergence of this algorithm is proved. At each iteration, a separable convex programming problem with the same constraint set is solved using Karush-Kuhn-Tucker conditions. Convex minimization problems subject to linear equality/ linear inequality "驴" constraint and bounds on the variables are also considered. Numerical illustration is included in support of theory.