Xiaoling Sun, Ken McKinnon and Duan Li,
Technical Report MS 00-017
Abstract
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.
Key words:
Global optimization, monotone optimization, concave minimization, reliability
optimization.
Text
PDF MS 00-017.pdf (~165K).
postscript MS 00-017.ps (~400K).
G-Zipped postscript MS 00-017.ps.gz (~180K).