A NOVEL MONOTONIZATION TRANSFORMATION FOR SOME CLASSES OF GLOBAL OPTIMIZATION PROBLEMS

Fu-Sheng Bai () and Zhi-You Wu ()
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Fu-Sheng Bai: School of Mathematical Sciences, Fudan University, Shanghai 200433, China
Zhi-You Wu: School of Mathematics and Computer Science, Chongqing Normal University, Chongqing 400047, China

Asia-Pacific Journal of Operational Research (APJOR), 2006, vol. 23, issue 03, 371-392

Abstract: A novel monotonization method is proposed for converting a non-monotone programming problem 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 concavification methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.

Keywords: Global optimization; monotone programming problem; monotonization; 90C30 (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:apjorx:v:23:y:2006:i:03:n:s0217595906000899

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DOI: 10.1142/S0217595906000899

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