D.C. programming for solving a class of global optimization problems via reformulation by exact penalty

被引：0

作者：

An, Le Thi Hoai ^{[1
]}

机构：

[1] Laboratory of Modelling, Optimization and Operations Research, National Institute for Applied Sciences-Rouen, F 76 131 Mont Saint Aignan Cedex

来源：

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | 2003年 / 2861卷

关键词：

Combined DCA - branch and bound algorithm; d.c; programming; DCA; Exact penalty; Polyhedral d.c. programming; Reformulations;

D O I：

10.1007/978-3-540-39901-8_7

中图分类号：

学科分类号：

摘要：

We consider a class of important problems in global optimization, namely concave minimization over a bounded polyhedral convex set with an additional reverse convex constraint. Using a related exact penalty property, we reformulate the class of mixed zero-one concave minimization programs, concave minimization programs over efficient sets, bilevel programs, and concave minimization programs with mixed linear complementarity constraints in the form of equivalent d.c. (difference of convex functions) programs. Solution methods based on d.c. optimization algorithms (DCA) and the combined DCA - branch and bound are investigated. © Springer-Verlag Berlin Heidelberg 2003.

引用

页码：87 / 101

页数：14

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