SIMPLIFYING A SPECIAL-CLASS OF MATHEMATICAL PROGRAMS ARISING IN DESIGN-PROBLEMS

We consider a special class of mathematical programs that are encounte red in certain design problems. The general form of these problems is Min f(x) + c(T)y s.t. g(i)(x) less than or equal to 0, Dy less than or equal to x less than or equal to Ey, y greater than or equal to 0, wh ere D and E are diagonal matrices. We suggest an alternative formulati on in which the constraints Dy less than or equal to x less than or eq ual to Ey are eliminated without increasing the number of variables. N umerical results indicate significant savings in the number of iterati ons and computer time needed to solve the problem. (C) 1998 Elsevier S cience B.V.