ABSTRACT
In this appendix I sum up the essentials of the nonlinear parametric optimization method that I entitled composite concave programming (cprogramming for short). This method — referred to in Chapter 12 — is designed to solve problems of the following form:
Target Problem
Problem T : τ := max z∈Z
r(z) := Φ(u(z)) (C.1)
where u is a function on some set Z with values in Rk, and Φ is a realvalued function on u(Z) := {u(z) : z ∈ Z}. Let Z∗ denote the set of optimal solutions to this problem. We assume that Z∗ is not empty.
