MONOTONIZATION IN GLOBAL OPTIMIZATION

被引:0
作者
WU ZHIYOU BAI FUSHENG ZHANG LIANSHENG Department of Mathematics Chongqing Normal University Chongqing China School of Mathematical Sciences Pudan University Shanghai China Department of Mathematics Shanghai University Shanghai China [400047 ,200433 ,200436 ]
机构
关键词
Global optimization; Monotone programming problem; Monotonization;
D O I
暂无
中图分类号
O224 [最优化的数学理论];
学科分类号
070105 ; 1201 ;
摘要
<正>A general monotonization method is proposed for converting a constrained programming problem with non-monotone objective function and monotone constraint functions into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavefication methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.
引用
收藏
页码:475 / 490
页数:16
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