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带一个反凸约束的凸规划问题

Convex programs with an additional reverse convex constraint
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摘要 讨论带一个反凸约束的凸规划问题- 给出了整体最优解的特性,利用此特性借助分枝定界方法,构造出求该问题整体最优解的算法,并进行了收敛性分析- The paper discusses convex programs with an additional reverse convex constraint and gives the properties of the global optimization about this problem.A branch and bound algorithm for solving this problem is constructed and the convergence properties of this algorithm is analysed.
作者 高岳林
出处 《宁夏大学学报(自然科学版)》 CAS 1999年第4期302-304,共3页 Journal of Ningxia University(Natural Science Edition)
关键词 反凸规划 反凸约束 分枝定界方法 整体最优解 reverse convex programming convex programming reverse convex constraint branch and bound algorithm global optimization
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参考文献4

  • 1Hoang Tuy,Reiner Horst. Convergence and restart in branch-and-bound algorithms for global optimization. Application to concave minimization and D.C. Optimization problems[J] 1988,Mathematical Programming(1-3):161~183
  • 2H. Tuy. Convex programs with an additional reverse convex constraint[J] 1987,Journal of Optimization Theory and Applications(3):463~486
  • 3Richard J. Hillestad,Stephen E. Jacobsen. Reverse convex programming[J] 1980,Applied Mathematics & Optimization(1):63~78
  • 4Richard J. Hillestad,Stephen E. Jacobsen. Linear programs with an additional reverse convex constraint[J] 1980,Applied Mathematics & Optimization(1):257~269

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