Extended reverse-convex programming: an approximate enumeration approach to global optimization
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Publication:288222
DOI10.1007/S10898-015-0352-XzbMATH Open1370.90187arXiv1308.2828OpenAlexW1628710694MaRDI QIDQ288222FDOQ288222
Authors: Gene A. Bunin 
Publication date: 25 May 2016
Published in: Journal of Global Optimization (Search for Journal in Brave)
Abstract: A new approach to solving a large class of factorable nonlinear programming (NLP) problems to global optimality is presented in this paper. Unlike the traditional strategy of partitioning the decision-variable space employed in many branch-and-bound methods, the proposed approach approximates the NLP problem by a reverse-convex programming (RCP) problem to a controlled precision, with the latter then solved by an enumerative search. To establish the theoretical guarantees of the method, the notion of "RCP regularity" is introduced and it is proven that enumeration is guaranteed to yield a global optimum when the RCP problem is regular. An extended RCP algorithmic framework is then presented and its performance is examined for a small set of test problems.
Full work available at URL: https://arxiv.org/abs/1308.2828
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concave programmingfactorable programmingimplicit enumeration methodspiecewise-concave approximationreverse-convex programming
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