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Selected Works of Dr Luc Tu Le
Article
A New Approach to Optimization Under Monotonic Constraint
Journal of Global Optimization (2000)
  • H Tuy, Institute of Mathematics, Hanoi
  • Luc T Le, Institute of Mathematics, Hanoi
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Abstract
A new efficient branch and bound method is proposed for solving convex programs with an additional monotonic nonconvex constraint. Computational experiments demonstrated that this method is quite practical for solving rank k reverse convex programs with much higher values of k than previously considered in the literature and can be applied to a wider class of nonconvex problems.
Keywords
  • Monotonic constraint,
  • Rank k reverse convex programs,
  • Polyblock outer approximation,
  • Convex multiplicative constraint
Disciplines
Publication Date
2000
Citation Information
H Tuy and Luc T Le. "A New Approach to Optimization Under Monotonic Constraint" Journal of Global Optimization Vol. 18 Iss. 1 (2000)
Available at: http://works.bepress.com/luc_le/4/