A Cutting Plane Algorithm for Problems Containing Convex and Reverse Convex Constraints.

by Richard Hillestad

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"Convexity" or "Tui" cuts are combined with the support cuts of Kelley's cutting plane algorithm to solve a large class of nonconvex programming problems. This class is defined by problems with some constraints of the "reverse convex" variety, that is, constraints which have convexity the opposite of that required for a convex problem. An example and a discussion of convergence are presented. 15 pp. Bibliog.

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