Convexification and Concavification for a General Class of Global Optimization Problems

Authors:
Z. Y. Wu;F. S. Bai;L. S. Zhang
Affiliations:
Aff1 Aff2;Institute of Mathematics, Fudan University, Shanghai, P.R. China 200433;Department of Mathematics, Shanghai University, Shanghai, P.R. China 200436
Venue:
Journal of Global Optimization
Year:
2005

Citing 6
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Abstract

A kind of general convexification and concavification methods is proposed for solving some classes of global optimization problems with certain monotone properties. It is shown that these minimization problems can be transformed into equivalent concave minimization problem or reverse convex programming problem or canonical D.C. programming problem by using the proposed convexification and concavification schemes. The existing algorithms then can be used to find the global solutions of the transformed problems.