A New Approach to Optimization Under Monotonic Constraint

H Tuy; Luc T Le

A New Approach to Optimization Under Monotonic Constraint

Australian Council for Educational Research (ACER)

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Journal	Journal of Global Optimization
Volume	18
Issue number	1
Publication status	Published - 2000

Keywords

Convex multiplicative constraint
Monotonic constraint
Polyblock outer approximation
Rank k reverse convex programs

Disciplines

Educational Assessment, Evaluation, and Research

Access to Document

https://doi.org/10.1023/A:1008321216723

Cite this

@article{9536b3aac50e473f84ce2cca80d45913,

title = "A New Approach to Optimization Under Monotonic Constraint",

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 = "Convex multiplicative constraint, Monotonic constraint, Polyblock outer approximation, Rank k reverse convex programs",

author = "H Tuy and Le, {Luc T}",

note = "A new efficient branch and bound method is proposed for solving convex programs with an additional monotonic nonconvex constraint.",

year = "2000",

language = "English",

volume = "18",

journal = "Journal of Global Optimization",

number = "1",

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TY - JOUR

T1 - A New Approach to Optimization Under Monotonic Constraint

AU - Tuy, H

AU - Le, Luc T

N1 - A new efficient branch and bound method is proposed for solving convex programs with an additional monotonic nonconvex constraint.

PY - 2000

Y1 - 2000

N2 - 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.

AB - 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.

KW - Convex multiplicative constraint

KW - Monotonic constraint

KW - Polyblock outer approximation

KW - Rank k reverse convex programs

M3 - Article

VL - 18

JO - Journal of Global Optimization

JF - Journal of Global Optimization

IS - 1

ER -