论文信息 - A New Approach to Optimization Under Monotonic Constraint

A New Approach to Optimization Under Monotonic Constraint

A new efficient branch and bound method is proposed for solving convex programs with an additional monotonic nonconvex constraint. Computational experiments demonstrated that this method is quite practical for solving rank k reverse convex programs with much higher values of k than previously considered in the literature and can be applied to a wider class of nonconvex problems.

Hoang Tuy | Le Tu Luc | H. Tuy

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