Article ID: | iaor20104872 |
Volume: | 47 |
Issue: | 3 |
Start Page Number: | 485 |
End Page Number: | 501 |
Publication Date: | Jul 2010 |
Journal: | Journal of Global Optimization |
Authors: | Tuy Hoang |
For solving global optimization problems with nonconvex feasible sets existing methods compute an approximate optimal solution which is not guaranteed to be close, within a given tolerance, to the actual optimal solution, nor even to be feasible. To overcome these limitations, a robust solution approach is proposed that can be applied to a wide class of problems called D(C)-optimization problems. DC optimization and monotonic optimization are particular cases of D(C)-optimization, so this class includes virtually every nonconvex global optimization problem of interest. The approach is a refinement and extension of an earlier version proposed for dc and monotonic optimization.