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Composite Concave Linear Programming (CCLP)

In the early 1980s I began a research effort whose aim is to find remedies for the impact of the Curse of Dimensionality on dynamic programming in cases where the objective function of the optimization problem is not separable (in a dp sense).

This lead to the formulation of a new nonlinear programming method that I called Composite Concave Programming (CP). The title reflects the fact that the method is designed for case where the objective function is composite and concave in nature.

However, from the outset it was crystal clear to me that the main area of application of CP will be linear programming rather than dynamic programming. This is an obvious implication of the fact that the Simplex Method of linear programming provides extremely useful parametric programming facilities, in fact exactly the type of facilities that are required for successful implementation of CCP.

CCLP is then the special case of CP associated with problems whose constraints are linear and the objective function is a composite concave function of two linear functions. There are many practical problems of this type.

I created the CCLP site for two main purposes:

  1. OR/MS Lecturers
    CCLP offers excellent teaching material to supplement conventional topics in linear and non-linear optimization.
  2. OR/MS Software Developers
    CCLP offers LP/QP software developers excellent opportunities to enlarge the scope of operation of their product.

A long time ago I completed a solid draft of a book on CCLP. I hope that I'll find the time to complete the book and published it on line. I shall shortly (beginning of 2022) reopen the directory on this site dedicated to this exciting project.

Stay tunned!


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