Xiaoling Sun, Ken McKinnon and Duan Li,
Technical Report MS 00-017
A convexification method is proposed for solving a class of global optimization problems with certain monotone properties. It is shown that this class of problems can be transformed into equivalent concave minimization problems using the proposed convexification schemes. An outer approximation method can then be used to find the global solution of the transformed problems. Applications to mixed-integer nonlinear programming problems arising in reliability optimization of complex system are discussed and satisfactory numerical results are presented.
Global optimization, monotone optimization, concave minimization, reliability
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