Article ID: | iaor20072090 |
Country: | Singapore |
Volume: | 23 |
Issue: | 3 |
Start Page Number: | 371 |
End Page Number: | 392 |
Publication Date: | Sep 2006 |
Journal: | Asia-Pacific Journal of Operational Research |
Authors: | Wu Zhi-You, Bai Fu-Sheng |
A novel monotonization method is proposed for converting a non-monotone programming problem into a monotone programming problem. An equivalent monotone programming problem with only inequality constraints is obtained via this monotonization method. Then the existing convexification and concavification methods can be used to convert the monotone programming problem into an equivalent better-structured optimization problem.