A nonisolated optimal solution for special reverse convex programming problems
By applying an exponent transformation, a nonlinear optimization problem can be transformed into an equivalent reverse convex programming problem with more than one reverse convex constraint. The authors present an algorithm to globally solve the reverse convex programming problem by reformulating the original problem as a monotonic optimization problem in which the objective function is increasing and all the constrained functions can be denoted as the difference of two increasing functions. The proposed algorithm consists in seeking the best nonisolated feasible solution which is adequately guaranteed to be feasible and close to the actual optimal solution. The approximate solution is stable under small perturbations of the constraints. The convergence of the proposed algorithm is established. Some computational results on seven test problems are presented.
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- scientific article; zbMATH DE number 1419368 (Why is no real title available?)
- scientific article; zbMATH DE number 2190134 (Why is no real title available?)
- Global optimization for special reverse convex programming
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