Speaker: Kevin Cheung (Carleton
University)
Time and Place: 6 October 2006, 10:00
am, HP4369, Herzberg building,
Carleton University
Title: Towards an implementation of an outer appromixation algorithm for large-scale concave minimization over a
polytope
Abstract:
The problem of minimizing a concave function over a polytope is NP-hard.
Algorithms for solving such a problem falls loosely into three main categories:
enumerative methods, successive partition methods, and
successive approximation methods. In this talk, I will describe the
outer approximation method of Wei and Yan (2001) and discuss ideas
on implementing it to handle large-scale problems. The talk will be
introductory in nature.