Mathematical programs with a two-dimensional reverse convex constraint


Thach, P. T. ; Burkard, Rainer E. ; Oettli, Werner


[img]
Preview
PDF
1990_113.pdf - Published

Download (578kB)

URL: http://ub-madoc.bib.uni-mannheim.de/1996
URN: urn:nbn:de:bsz:180-madoc-19967
Document Type: Working paper
Year of publication: 1990
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Mathematik und Informatik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Subject headings (SWD): Konvexe Optimierung , Globale Optimierung
Keywords (English): Reverse convex program , global optimization
Abstract: We consider the problem min{f(χ) : χ ∈ G, T(χ) ∉ int D}, where f is a lower semicontinuous function, G a compact, nonempty set in IRn, D a closed convex set in JR² with nonempty interior, and T a continuous mapping from IRn to IR². The constraint T(χ) ∉. int D is areverse convex constraint, so the feasible domain may be disconnected even when f, T are affine and G is a polytope. We show that this problem can be reduced to a quasiconcave minimization problem over a compact convex set in IR², and hence can be solved effectively provided f, T are convex and G is convex or discrete. In particular, we discuss areverse convex constraint of the form (c, χ) . (d, χ) ≤ 1. We also compare the approach in this paper with the parametric approach.
Additional information:

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




+ Citation Example and Export

Thach, P. T. ; Burkard, Rainer E. ; Oettli, Werner (1990) Mathematical programs with a two-dimensional reverse convex constraint. Open Access [Working paper]
[img]
Preview


+ Search Authors in

+ Download Statistics

Downloads per month over past year

View more statistics



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item