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A novel monotonization transformation for some classes of global optimization problems. (English) Zbl 1104.90036

Summary: 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.

MSC:

90C26 Nonconvex programming, global optimization
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References:

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