Mathematical programs with a two-dimensional reverse convex constraint |
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Authors: | P T Thach R E Burkard W Oettli |
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Institution: | (1) Institut für Mathematik, Technische Universität Graz, 8010 Graz, Austria;(2) Fakultät für Mathematik und Informatik, Universität Mannheim, 6800 Mannheim, Germany;(3) Present address: Institute of Mathematics, Hanoi |
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Abstract: | We consider the problem min {f(x): x G, T(x) int D}, where f is a lower semicontinuous function, G a compact, nonempty set in n, D a closed convex set in 2 with nonempty interior and T a continuous mapping from n to 2. The constraint T(x) int D is a reverse convex constraint, so the feasible domain may be disconnected even when f, T are affine and G is a polytope. We show that this problem can be reduced to a quasiconcave minimization problem over a compact convex set in 2 and hence can be solved effectively provided f, T are convex and G is convex or discrete. In particular we discuss a reverse convex constraint of the form c, x · d, x![rang](/content/l152321t50223000/xxlarge9002.gif) 1. We also compare the approach in this paper with the parametric approach. |
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Keywords: | Reverse convex program global optimization |
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