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A generalization of the construction of test problems for nonconvex optimization

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Abstract

In this paper we adopt and generalize the basic idea of the method presented in [3] and [4] to construct test problems that involve arbitrary, not necessarily quadratic, concave functions, for both Concave Minimization and Reverse Convex Programs

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Moshirvaziri, K. A generalization of the construction of test problems for nonconvex optimization. J Glob Optim 5, 21–34 (1994). https://doi.org/10.1007/BF01097001

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Key words

  • Reverse convex programs
  • concave programs
  • test problems
  • nonconvex problems
  • global optimization