Monotonization in global optimization

Zhiyou Wu; Fusheng Bai; Liansheng Zhang

doi:10.1142/S0252959905000385

Monotonization in global optimization

Zhiyou Wu^*, Fusheng Bai, Liansheng Zhang

^*Corresponding author for this work

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

1 Citation (Scopus)

Abstract

A general monotonization method is proposed for converting a constrained programming problem with non-monotone objective function and monotone constraint functions into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavefication methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.

Original language	English
Pages (from-to)	475-490
Number of pages	16
Journal	Chinese Annals of Mathematics. Series B
Volume	26
Issue number	3
DOIs	https://doi.org/10.1142/S0252959905000385
Publication status	Published - 2005
Externally published	Yes

Keywords

Global optimization
Monotone programming problem
Monotonization

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10.1142/S0252959905000385

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title = "Monotonization in global optimization",

abstract = "A general monotonization method is proposed for converting a constrained programming problem with non-monotone objective function and monotone constraint functions into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavefication methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.",

keywords = "Global optimization, Monotone programming problem, Monotonization",

author = "Zhiyou Wu and Fusheng Bai and Liansheng Zhang",

year = "2005",

doi = "10.1142/S0252959905000385",

language = "English",

volume = "26",

pages = "475--490",

journal = "Chinese Annals of Mathematics. Series B",

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T1 - Monotonization in global optimization

AU - Wu, Zhiyou

AU - Bai, Fusheng

AU - Zhang, Liansheng

PY - 2005

Y1 - 2005

N2 - A general monotonization method is proposed for converting a constrained programming problem with non-monotone objective function and monotone constraint functions into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavefication methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.

AB - A general monotonization method is proposed for converting a constrained programming problem with non-monotone objective function and monotone constraint functions into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavefication methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.

KW - Global optimization

KW - Monotone programming problem

KW - Monotonization

UR - http://www.scopus.com/inward/record.url?scp=24944455990&partnerID=8YFLogxK

U2 - 10.1142/S0252959905000385

DO - 10.1142/S0252959905000385

M3 - Article

AN - SCOPUS:24944455990

SN - 0252-9599

VL - 26

SP - 475

EP - 490

JO - Chinese Annals of Mathematics. Series B

JF - Chinese Annals of Mathematics. Series B

IS - 3

ER -

Monotonization in global optimization

Abstract

Keywords

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