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Journal of Global Optimization

, Volume 1, Issue 2, pp 145–154 | Cite as

Mathematical programs with a two-dimensional reverse convex constraint

  • P. T. Thach
  • R. E. Burkard
  • W. Oettli
Article

Abstract

We consider the problem min {f(x): xG, T(x) ∉ int D}, where f is a lower semicontinuous function, G a compact, nonempty set in ℝn, D a closed convex set in ℝ2 with nonempty interior and T a continuous mapping from ℝn to ℝ2. 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 ℝ2 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〉≤1. We also compare the approach in this paper with the parametric approach.

Key words

Reverse convex program global optimization 

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Copyright information

© Kluwer Academic Publishers 1991

Authors and Affiliations

  • P. T. Thach
    • 1
  • R. E. Burkard
    • 1
  • W. Oettli
    • 2
  1. 1.Institut für MathematikTechnische Universität GrazGrazAustria
  2. 2.Fakultät für Mathematik und InformatikUniversität MannheimMannheimGermany

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