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Convexification and Monotone Optimization

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Continuous Optimization

Part of the book series: Applied Optimization ((APOP,volume 99))

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Summary

Monotone maximization is a global optimization problem that maximizes an increasing function subject to increasing constraints. Due to the often existence of multiple local optimal solutions, finding a global optimal solution of such a problem is computationally difficult. In this survey paper, we summarize global solution methods for the monotone optimization problem. In particular, we propose a unified framework for the recent progress on convexification methods for the monotone optimization problem. Suggestions for further research are also presented.

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Sun, X., Li, J., Li, D. (2005). Convexification and Monotone Optimization. In: Jeyakumar, V., Rubinov, A. (eds) Continuous Optimization. Applied Optimization, vol 99. Springer, Boston, MA. https://doi.org/10.1007/0-387-26771-9_9

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