Convexification and Concavification for a General Class of Global Optimization Problems

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 programm...

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Bibliographic Details
Published in:Journal of global optimization Vol. 31; no. 1; pp. 45 - 60
Main Authors: Wu, Z. Y., Bai, F. S., Zhang, L. S.
Format: Journal Article
Language:English
Published: Dordrecht Springer Nature B.V 01.01.2005
Subjects:
Algorithms
Convex analysis
Mathematical functions
Mathematics
Operations research
Optimization
Optimization techniques
Studies
ISSN:0925-5001, 1573-2916
Online Access:Get full text
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Summary: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 DC 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. [PUBLICATION ABSTRACT]
Bibliography:SourceType-Scholarly Journals-1
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ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-004-0569-6