Xl. Sun et al., A convexification method for a class of global optimization problems with applications to reliability optimization, J GLOB OPT, 21(2), 2001, pp. 185-199
A convexification method is proposed for solving a class of global optimiza
tion problems with certain monotone properties. It is shown that this class
of problems can be transformed into equivalent concave minimization proble
ms using the proposed convexification schemes. An outer approximation metho
d can then be used to find the global solution of the transformed problem.
Applications to mixed-integer nonlinear programming problems arising in rel
iability optimization of complex systems are discussed and satisfactory num
erical results are presented.