Monotonic Optimization: Problems and Solution Approaches

  • Authors:
  • Hoang Tuy

  • Affiliations:
  • -

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2000

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Abstract

Problems of maximizing or minimizing monotonic functions of n variables under monotonic constraints are discussed. A general framework for monotonic optimization is presented in which a key role is given to a property analogous to the separation property of convex sets. The approach is applicable to a wide class of optimization problems, including optimization problems dealing with functions representable as differences of increasing functions (d. i. functions).