New algorithms for maximization of concave functions with box constraints

Ce travail considere le probleme de maximiser une fonction concave differentielle soumise a des restrictions de bornes sur les variables et dont le gradient satisfait aux conditions de Lipschitz, en utilisant une strategie de restrictions actives. Un modele d'algorithme general y est propose pour le probleme. L'algorithme contient un procede permettant de decider, avant d'atteindre un point stationnaire d'une face, quand cette face du polytope doit etre abandonnee, de facon a exclure un voisinage de grandeur fixe autour du point en question. Des conditions faibles sont necessaires pour abandonner une face qui, probablement, ne sera jamais revisitee

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