2011
Hidden convexity in partially separable optimization
Publication
Publication
The paper identifies classes of nonconvex optimization problems whose convex relaxations
have optimal solutions which at the same time are global optimal solutions of the original
nonconvex problems. Such a hidden convexity property was so far limited to quadratically
constrained quadratic problems with one or two constraints. We extend it here to problems
with some partial separable structure. Among other things, the new hidden convexity results
open up the possibility to solve multi-stage robust optimization problems using certain non-linear decision rules.
Additional Metadata | |
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UvT | |
CentER | |
Semidefinite programming and combinatorial optimization | |
Organisation | Networks and Optimization |
Ben-Tal, A., den Hertog, D., & Laurent, M. (2011). Hidden convexity in partially separable optimization. CentER. UvT. |