A nonisolated optimal solution for special reverse convex programming problems

In this paper, an efficient algorithm is proposed for globally solving special reverse convex programming problems with more than one reverse convex constraints. The proposed algorithm provides a nonisolated global optimal solution which is also stable under small perturbations of the constraints, a...

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Bibliographic Details
Published in:Journal of computational and applied mathematics Vol. 224; no. 1; pp. 219 - 229
Main Authors: Shen, Pei-Ping, Chen, Yong-Qiang, Ma, Yuan
Format: Journal Article
Language:English
Published: Kidlington Elsevier B.V 01.02.2009
Elsevier
Subjects:
Calculus of variations and optimal control
Exact sciences and technology
Global optimization
Mathematical analysis
Mathematics
Monotonic optimization
Nonisolated optimal solution
Numerical analysis
Numerical analysis. Scientific computation
Numerical methods in mathematical programming, optimization and calculus of variations
Reverse convex programming
Sciences and techniques of general use
Monotonic optimization
Reverse convex programming
Global optimization
Nonisolated optimal solution
Optimization method
Algorithm
Convex programming
Global solution
Convergence
Numerical analysis
Applied mathematics
Optimal solution
Mathematical programming
ISSN:0377-0427, 1879-1778
Online Access:Get full text
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Summary:In this paper, an efficient algorithm is proposed for globally solving special reverse convex programming problems with more than one reverse convex constraints. The proposed algorithm provides a nonisolated global optimal solution which is also stable under small perturbations of the constraints, and it turns out that such an optimal solution is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and the numerical experiment is given to illustrate the feasibility of the presented algorithm.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2008.04.032