Convexification and concavification for a general class of global optimization problems

被引：16

作者：

Wu, ZY ^{[1
]}

Bai, FS

Zhang, LS

机构：

[1] Chongqing Normal Univ, Dept Math & Comp Sci, Chongqing 400047, Peoples R China

[2] Shanghai Univ, Dept Math, Shanghai 200436, Peoples R China

[3] Fudan Univ, Inst Math, Shanghai 200433, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2005年 / 31卷 / 01期

基金：

中国国家自然科学基金;

关键词：

concave minimization; DC programming; global optimization; monotone programming; reverse convex programming;

D O I：

10.1007/s10898-004-0569-6

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A kind of general convexification and concavification methods is proposed for solving some classes of global optimization problems with certain monotone properties. It is shown that these minimization problems can be transformed into equivalent concave minimization problem or reverse convex programming problem or canonical D.C. programming problem by using the proposed convexification and concavification schemes. The existing algorithms then can be used to find the global solutions of the transformed problems.

引用

页码：45 / 60

页数：16

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