Minimizing increasing star-shaped functions based on abstract convexity

被引:32
作者
Rubinov, AM [1 ]
Andramonov, MY [1 ]
机构
[1] Univ Ballarat, Sch Informat Technol & Math Sci, Ballarat, Vic 3353, Australia
基金
澳大利亚研究理事会;
关键词
abstract convexity; global optimization; increasing function;
D O I
10.1023/A:1008344317743
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study a broad class of increasing non-convex functions whose level sets are star shaped with respect to infinity. We show that these functions (we call them ISSI functions) are abstract convex with respect to the set of min-type functions and exploit this fact for their minimization. An algorithm is proposed for solving global optimization problems with an ISSI objective function and its numerical performance is discussed.
引用
收藏
页码:19 / 39
页数:21
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