A nonisolated optimal solution for special reverse convex programming problems

作者：Shen Pei Ping^*; Chen Yong Qiang; Ma Yuan

来源：Journal of Computational and Applied Mathematics, 2009, 224(1): 219-229.

DOI：10.1016/j.cam.2008.04.032

• Global optimization
• Reverse convex programming
• Nonisolated optimal solution
• Monotonic optimization

In this paper, an efficient algorithm is proposed for globally solving special reverse convex programming problems with more than one reverse convex constraints. The proposed algorithm provides a nonisolated global optimal solution which is also stable under small perturbations of the constraints, and it turns out that such an optimal solution is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and the numerical experiment is given to illustrate the feasibility of the presented algorithm.

• 出版日期2009-2-1
• 单位河南师范大学