A New Approach to Optimization Under Monotonic Constraint

  • Authors:
  • Hoang Tuy;Le Tu Luc

  • Affiliations:
  • Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam E-mail: htuy@hn.vnn.vn;Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2000

Quantified Score

Hi-index 0.00

Visualization

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.