Convexity and Concavity Detection in Computational Graphs: Tree Walks for Convexity Assessment

Abstract

We examine symbolic tools associated with two modeling systems for mathematical programming, which can be used to automatically detect the presence or absence of convexity and concavity in the objective and constraint functions, as well as convexity of the feasible set in some cases. The coconut solver system Schichl (2004b) focuses on nonlinear global… (More)
DOI: 10.1287/ijoc.1090.0321

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Cite this paper

@article{Fourer2010ConvexityAC, title={Convexity and Concavity Detection in Computational Graphs: Tree Walks for Convexity Assessment}, author={Robert Fourer and Chandrakant Maheshwari and Arnold Neumaier and Dominique Orban and Hermann Schichl}, journal={INFORMS Journal on Computing}, year={2010}, volume={22}, pages={26-43} }