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Construction of Test Problems for Concave Minimization Under Linear and Nonlinear Constraints

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  • K. Moshirvaziri

    (California State University)

Abstract

This paper presents a method for constructing test problems with known global solutions for concave minimization under linear constraints with an additional convex constraint and for reverse convex programs with an additional convex constraint. The importance of such a construction can be realized from the fact that the well known d.c. programming problem can be formulated in this form. Then, the method is further extended to generate test problems with more than one convex constraint, tight or untight at the global solution.

Suggested Citation

  • K. Moshirvaziri, 1998. "Construction of Test Problems for Concave Minimization Under Linear and Nonlinear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 98(1), pages 83-108, July.
  • Handle: RePEc:spr:joptap:v:98:y:1998:i:1:d:10.1023_a:1022636914306
    DOI: 10.1023/A:1022636914306
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    References listed on IDEAS

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    1. J. B. Rosen, 1983. "Global Minimization of a Linearly Constrained Concave Function by Partition of Feasible Domain," Mathematics of Operations Research, INFORMS, vol. 8(2), pages 215-230, May.
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    Cited by:

    1. Massimo Spadoni & Luciano Stefanini, 2012. "A Differential Evolution algorithm to deal with box, linear and quadratic-convex constraints for boundary optimization," Journal of Global Optimization, Springer, vol. 52(1), pages 171-192, January.

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