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| 摘要: |
| 给出了一种凸化、凹化变换，将一个严格单调函数转化为一个凸或凹的函数；给出了一个凸化和凹化变换，在约束函数都是单调递减是，将一个既不单调凸或凹的目标函数转化为一个凸和凹函数；最终，将原始问题转换成一个凹极小问题或反凸规划问题来求得其最优解。 |
| 关键词: 全局最优化 凹极小 反凸规划 凸化 凹化 |
| DOI： |
| 分类号: |
| 基金项目: |
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| A Convexification and Concavification Method for Non-convex Global Optimization |
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LIU Cheng-jun
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| Abstract: |
| A strictly monotone function had been converted into a convex or a concave function by the convexification or concavification transformations.If the constrain functions all are decreasing,then the objective function which is neither monotone convex nor concave can be converted into a convex and a concave function by the convexification and concavification... |
| Key words: global optimization concave minimization reverse convex programming convexfication concavification |
