A new approach to optimization under monotonic constraint

Authors
Tuy, H Luc, LT
Citation
H. Tuy et Lt. Luc, A new approach to optimization under monotonic constraint, J GLOB OPT, 18(1), 2000, pp. 1-15
Citations number
11
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
18
Issue
1
Year of publication
2000
Pages
1 - 15
Database
ISI
SICI code
0925-5001(200009)18:1<1:ANATOU>2.0.ZU;2-6
Abstract
A new efficient branch and bound method is proposed for solving convex prog rams with an additional monotonic nonconvex constraint. Computational exper iments demonstrated that this method is quite practical for solving rank k reverse convex programs with much higher values of k than previously consid ered in the literature and can be applied to a wider class of nonconvex pro blems.