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A New Approach To Optimization Under Monotonic Constraint, H Tuy, Luc Le
A New Approach To Optimization Under Monotonic Constraint, H Tuy, Luc Le
Dr Luc Tu Le
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.