Convexification and concavification for a general class of global optimization problems

Z. Y. Wu; F. S. Bai; L. S. Zhang

doi:10.1007/s10898-004-0569-6

Convexification and concavification for a general class of global optimization problems

Z. Y. Wu^*, F. S. Bai, L. S. Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Abstract

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 D.C. 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.

Original language	English
Pages (from-to)	45-60
Number of pages	16
Journal	Journal of Global Optimization
Volume	31
Issue number	1
DOIs	https://doi.org/10.1007/s10898-004-0569-6
Publication status	Published - Jan 2005
Externally published	Yes

Keywords

Concave minimization
D.C. programming
Global optimization
Monotone programming
Reverse convex programming

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10.1007/s10898-004-0569-6

Cite this

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abstract = "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 D.C. 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.",

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KW - Concave minimization

KW - D.C. programming

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KW - Monotone programming

KW - Reverse convex programming

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Convexification and concavification for a general class of global optimization problems

Abstract

Keywords

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