带有一个反凸约束的线性规划

LINEAR PROGRAMS WITH ADDITIONAL REVERSE CONVEX CONSTRAINT

带有一个反凸约束的线性规划，其可行域一般是非凸不连通集，因而这是一类困难的全局解问题。在回顾了已有的理论和方法之后，给出了这个问题的一个切割-转轴算法。算法收敛到或有限步内终止于问题的全局解。并且给出了执行算法的例子。

Linear programmign with an additional reverse convex constraint, whose feasibe region is generally monconvex and disconnected set, is a class of difficult global optimal problems. After looking back on given theories and methods, a cut-pivoting algorithm is presented, showing that the algorithm converges to or terminates in finite steps at the grobal optimal solution of the problem. And the examples of the method are alsi provided.