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Minimizing a quasi-concave function subject to a reverse convex constraint

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Abstract

Any constraintg(x)≥0 is called a reverse convex constraint ifg: R n → R 1 is a continuous convex function. This paper establishes a finite method for finding an optimal solution to a concave program with an additional reverse convex constraint. The method presented is a new approach to global optimization problems since it combines the idea of the branch and bound method with the idea of the cutting plane method.

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Authors and Affiliations

  1. Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam

    L. V. Dien

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  1. L. V. Dien
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Additional information

Communicated by J. Stoer

This paper is dedicated to Professor A. Pelczar

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Dien, L.V. Minimizing a quasi-concave function subject to a reverse convex constraint. Appl Math Optim 18, 231–240 (1988). https://doi.org/10.1007/BF01443624

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  • DOI: https://doi.org/10.1007/BF01443624

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