A New Approach to Optimization Under Monotonic ConstraintJournal of Global Optimization (2000)
AbstractA 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.
- Monotonic constraint,
- Rank k reverse convex programs,
- Polyblock outer approximation,
- Convex multiplicative constraint
Citation InformationH 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/