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Topic: Lower bound of a non-convex program through the dual problem in Matlab
Replies: 5   Last Post: Jan 23, 2013 3:59 AM

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Re: Lower bound of a non-convex program through the dual problem in Matlab
Posted: Jan 22, 2013 2:38 PM

Bruno,

That's a good observation! :) I am actually maximizing an integer non-concave nonlinear program :S. I am using branch and bound to solve the problem, i.e.:

1. I make some decision on the integer variables.

2. For each decision variable, I try to get an upper and lower bound of the problem.

3. I compare the bounds of different branches (integer variables) and remove the worse ones.

4. After some iterations, I will stop, pick the best branch (integer variable) and hopefully know how far I am from the optimum (using the best upper bound).

Any feasible solution of a non-concave program can be treated as its lower bound. But, I need some ways to calculate a good upper bound (not +Inf :) ). I am looking for some software that can help me.

Thanks,

Nazmul

"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <kdmivl\$nth\$1@newscl01ah.mathworks.com>...
> "Nazmul Islam" wrote in message <kdmigl\$mcj\$1@newscl01ah.mathworks.com>...
>

> >
> > Unfortunately, my solution is getting stuck at a local minimum. Please let me know if I can get the lower bounds of this problem through the interior point method.

>
> -Inf is lower-bound. Of course it is useless answer, nevertheless it is a correct answer (You never explain why you need a lower-bound for).
>
> Bruno

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