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On a class of global optimization problems. (English) Zbl 0691.90073

The paper presents a method for solving the optimization problem min\(\{\) cx\(|\) h(x)\(\leq 0\), g(x)\(\leq 0\}\), where \(c\in R^ n\), h a convex function and g a concave function on \(R^ n\). The algorithm is applied to a convex programming problem with complementarity type constraints and to a design centering problem with polyhedral structure.
Reviewer: E.Iwanov

MSC:

90C30 Nonlinear programming
90C25 Convex programming