An algorithm for monotonic global optimization problems

Title: An algorithm for monotonic global optimization problems
Creator: Rubinov, Alex; Tuy, Hoang; Mays, Heather
Date: 2001
Type: Text; Journal article
Identifier: http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/32434
Identifier: vital:765
Identifier: ISSN:0233-1934
Abstract: We propose an algorithm to locate a global maximum of an increasing function subject to an increasing constraint on the cone of vectors with nonnegative coordinates. The algorithm is based on the outer approximation of the feasible set. We establish the convergence of the algorithm and provide a number of numerical experiments. We also discuss the types of constraints and objective functions for which the algorithm is best suited. © 2001 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.
Publisher: Taylor & Francis Ltd.
Relation: Optimization Vol. 49, no. 3 (2001), p. 205-221
Rights: Copyright Taylor & Francis
Rights: This metadata is freely available under a CCO license
Subject: 0802 Computation Theory and Mathematics; Abstract quasiconvexity; Increasing functions; Monotonic global optimisation; Outer approximation method
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