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A Novel Monotonization Transformation For Some Classes Of Global Optimization Problems

Author

Listed:
  • FU-SHENG BAI

    (School of Mathematical Sciences, Fudan University, Shanghai 200433, China)

  • ZHI-YOU WU

    (School of Mathematics and Computer Science, Chongqing Normal University, Chongqing 400047, China)

Abstract

A novel monotonization method is proposed for converting a non-monotone programming problem into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavification methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.

Suggested Citation

  • Fu-Sheng Bai & Zhi-You Wu, 2006. "A Novel Monotonization Transformation For Some Classes Of Global Optimization Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 23(03), pages 371-392.
    • Handle: RePEc:wsi:apjorx:v:23:y:2006:i:03:n:s0217595906000899
    DOI: 10.1142/S0217595906000899
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