Convex separable minimization problems with a linear constraint and bounded variables英文文献资料.docVIP

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Convex separable minimization problems with a linear constraint and bounded variables英文文献资料.doc

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Convex separable minimization problems with a linear constraint and bounded variables英文文献资料

CONVEXSEPARABLEMINIMIZATIONPROBLEMSWITH ALINEARCONSTRAINTANDBOUNDEDVARIABLES STEFANM.STEFANOV Received30June2004andinrevisedform19April2005 Consider theminimization problem with aconvexseparable objective function overa feasibleregionde?nedbylinearequalityconstraint(s)/linear inequalityconstraintofthe form“greaterthanorequalto”andboundsonthevariables. Anecessary andsu?cient conditionandasu?cientconditionareprovedforafeasiblesolutiontobeanoptimalso- lutiontothesetwoproblems,respectively.Iterativealgorithmsofpolynomialcomplexity forsolvingsuchproblemsaresuggestedandconvergenceofthesealgorithms isproved. Someconvexfunctions,importantforproblemsunderconsideration, aswellascompu- tationalresultsarepresented. 1.Introduction Inmanycases,wehavetominimize aconvexseparable function overaregion de?ned byalinearequalityorinequality“≥”constraintwithpositivecoe?cients,andtwo-sided boundsonthevariables. Suchproblemsandproblemsrelatedtothemarise,forexample,inproductionplan- ningandscheduling[2]andProblem4,Section5,inallocationofresources[2,31]and Problem1,Section5,inallocation ofe?ort resources among competing activities [16] and Problems 3, 5, and 6, Section5, in the theory of search [6], in subgradient opti- mization[11],infacilitylocation[24],andintheimplementationofprojectionmethods whenthefeasibleregionisoftheconsideredform[28]andProblem2,Section5,andso forth. Theproblemsunderconsiderationcanmathematically beformulatedasfollows: min c(x)= cj xj (1.1) j∈J subjectto = djxj α, (1.2) (1.3) ≥ j∈J aj≤xj≤bj, j∈J, Copyright?2005HindawiPublishingCorporation InternationalJournalofMathematicsandMathematicalSciences2005:9(2005)1339–1363 DOI:10.1155/IJMMS.2005.1339 1340 Convexseparableminimizationwithlinearconstraints wherecj(xj)aretwicedi?erentiable convexfunctions, de?ned ontheopenconvexsets XjinR,j∈J,respectively;dj0forevery j∈J,x=(xj) ,andJ≡{1,...,n}. j∈J Denote this problem by(C = )in the ?rst case (problem (1.1), (1.2),