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A New Approach to Optimization Under Monotonic Constraint

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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.

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Authors and Affiliations

  1. Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam

    HOANG TUY

  2. Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam

    LE TU LUC

Authors
  1. HOANG TUY
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  2. LE TU LUC
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TUY, H., LUC, L.T. A New Approach to Optimization Under Monotonic Constraint. Journal of Global Optimization 18, 1–15 (2000). https://doi.org/10.1023/A:1008321216723

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

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