Construction of test problems for concave minimization under linear and nonlinear constraints

被引:4
|
作者
Moshirvaziri, K [1 ]
机构
[1] Calif State Univ Long Beach, Dept Informat Syst, Long Beach, CA 90840 USA
关键词
concave minimization; reverse convex programs; nonconvex optimization; global optimization; test problems; linear programming; nonlinear programming; computational experiments;
D O I
10.1023/A:1022636914306
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper presents a method for constructing test problems with known global solutions for concave minimization under linear constraints with an additional convex constraint and for reverse convex programs with an additional convex constraint. The importance of such a construction can be realized from the fact that the well known d.c. programming problem can be formulated in this form. Then, the method is further extended to generate test problems with more than one convex constraint, tight or untight at the global solution.
引用
收藏
页码:83 / 108
页数:26
相关论文
共 50 条