Journal of Global Optimization

, Volume 18, Issue 1, pp 1–15 | Cite as

A New Approach to Optimization Under Monotonic Constraint



A new efficient branch and bound method is proposed for solving convex programs with an additional monotonic nonconvex constraint. Computational experiments demonstrated that this method is quite practical for solving rank k reverse convex programs with much higher values of k than previously considered in the literature and can be applied to a wider class of nonconvex problems.

Monotonic constraint Rank k reverse convex programs Polyblock outer approxi-mation Convex multiplicative constraint 


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Copyright information

© Kluwer Academic Publishers 2000

Authors and Affiliations

    • 1
    • 2
  1. 1.Institute of MathematicsHanoiVietnam
  2. 2.Institute of MathematicsHanoiVietnam

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