Monday, 13:45 - 14:10 h, Room: H 0107

 

James Hungerford
Edge directions in polyhedral optimization

Coauthor: William W. Hager

 

Abstract:
We consider the problem of maximizing a
continuously differentiable function f(x) over a polyhedron
{P} ⊂ Rn. We present new first and second order
optimality conditions for this problem which are stated
in terms of the derivatives of f along directions parallel
to the edges of {P}. We show that for a special class of
quadratic programs, local optimality can be checked
in polynomial time. Finally, we present a new continuous
formulation for a well known discrete optimization
problem: the vertex separator problem on a graph G.
Easily checked optimality conditions for this problem are
derived via the theory of edge directions. These optimality
conditions are shown to be related to the existence of
edges at specific locations in the graph.

 

Talk 2 of the contributed session Mon.2.H 0107
"Methods for nonlinear optimization II" [...]
Cluster 16
"Nonlinear programming" [...]

 

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