DC programming for solving a class of global optimization problems via reformulation by exact penalty

被引:0
|
作者
An, LTH [1 ]
机构
[1] Natl Inst Appl Sci Rouen, Lab Modelling Optimizat & Operat Res, F-76131 Mont St Aignan, France
关键词
d.c; programming; polyhedral d.c. programming; DCA; combined DCA - branch and bound algorithm; reformulations; exact penalty;
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We consider a class of important problems in global optimization, namely concave minimization over a bounded polyhedral convex set with an additional reverse convex constraint. Using a related exact penalty property, we reformulate the class of mixed zero-one concave minimization programs, concave minimization programs over efficient sets, bilevel programs, and concave minimization programs with mixed linear complementarity constraints in the form of equivalent d.c. (difference of convex functions) programs. Solution methods based on d.c. optimization algorithms (DCA) and the combined DCA - branch and bound are investigated.
引用
收藏
页码:87 / 101
页数:15
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