MONOTONIZATION IN GLOBAL OPTIMIZATION

来源 :数学年刊B辑(英文版) | 被引量 : 0次 | 上传用户:dsq223
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A general monotonization method is proposed for converting a constrained programming problem with non-monotone objective function and monotone constraint functions into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existingconvexification and concavefication methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.
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