Monotonic optimization: Problems and solution approaches

Authors
Citation
H. Tuy, Monotonic optimization: Problems and solution approaches, SIAM J OPTI, 11(2), 2000, pp. 464-494
Citations number
37
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
11
Issue
2
Year of publication
2000
Pages
464 - 494
Database
ISI
SICI code
1052-6234(20001110)11:2<464:MOPASA>2.0.ZU;2-X
Abstract
Problems of maximizing or minimizing monotonic functions of n variables und er monotonic constraints are discussed. A general framework for monotonic o ptimization is presented in which a key role is given to a property analogo us to the separation property of convex sets. The approach is applicable to a wide class of optimization problems, including optimization problems dea ling with functions representable as differences of increasing functions (d .i. functions).