A convexification method for a class of global optimization problems with applications to reliability optimization

被引：36

作者：

Sun, XL

McKinnon, KIM

Li, D ^{[1
]}

机构：

[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China

[2] Univ Edinburgh, Dept Math & Stat, Edinburgh EH9 3JZ, Midlothian, Scotland

[3] Shanghai Univ, Dept Math, Shanghai 200436, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2001年 / 21卷 / 02期

基金：

中国国家自然科学基金;

关键词：

global optimization; monotone optimization; convexification method; concave minimization; reliability optimization;

D O I：

10.1023/A:1011962605464

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：

A convexification method is proposed for solving a class of global optimization problems with certain monotone properties. It is shown that this class of problems can be transformed into equivalent concave minimization problems using the proposed convexification schemes. An outer approximation method can then be used to find the global solution of the transformed problem. Applications to mixed-integer nonlinear programming problems arising in reliability optimization of complex systems are discussed and satisfactory numerical results are presented.

引用

页码：185 / 199

页数：15

共 20 条

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