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

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

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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 ...