A novel monotonization transformation for some classes of global optimization problems
- Authors: Bai, Fusheng , Wu, Zhiyou
- Date: 2006
- Type: Text , Journal article
- Relation: Asia-Pacific Journal of Operational Research Vol. 23, no. 3 (Sep 2006), p. 371-392
- Full Text: false
- Reviewed:
- Description: A novel monotonization method is proposed for converting a non-monotone programming problem into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavification methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.
- Description: C1
- Description: 2003003590
Conditions for global optimality of quadratic minimization problems with LMI constraints
- Authors: Jeyakumar, Vaithilingam , Wu, Zhiyou
- Date: 2007
- Type: Text , Journal article
- Relation: Asia-Pacific Journal of Operational Research Vol. 24, no. 2 (2007), p. 149-160
- Full Text: false
- Reviewed:
- Description: In this paper we present sufficient conditions for global optimality of non-convex quadratic programs involving linear matrix inequality (LMI) cnstraints. Our approach makes use of the concept of a quadratic subgradient. We develop optimality conditions for quadratic programs with LMI constraints by using Lagrangian function and by examining conditions which minimizes a quadratic subgradient of the Lagrangian function over simple bounding constraints. As applications, we obtain sufficient optimality condition for quadratic programs with LMI and box constraints by minimizing a quadrtic subgradient over box constraints. We also give optimality conditions for quadratic minimization involving LMI and binary constraints. © World Scientific Publishing Co. & Operational Research Society of Singapore.
- Description: C1