摘要
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.
源语言 | 英语 |
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页(从-至) | 475-490 |
页数 | 16 |
期刊 | Chinese Annals of Mathematics. Series B |
卷 | 26 |
期 | 3 |
DOI | |
出版状态 | 已出版 - 2005 |
已对外发布 | 是 |