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| MONOTONIZATION IN GLOBAL OPTIMIZATION |
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Citation： |
WU Zhiyou,BAI Fusheng,ZHANG Liansheng.MONOTONIZATION IN GLOBAL OPTIMIZATION[J].Chinese Annals of Mathematics B,2005,26(3):475~490 |
| Page view： 1279
Net amount： 1456 |
Authors： |
WU Zhiyou; BAI Fusheng;ZHANG Liansheng |
Foundation： |
Project supported by the Chongqing Municipal Education Commission (No.030809). |
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| 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 |
Classification： |
90C30 |
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