Advances in Decision Sciences
Volume 2006 (2006), Issue 2, Pages Article 29023, 16 p.
doi:10.1155/JAMDS/2006/29023
Reverse convex problems: an approach based on optimality conditions
Ider Tseveendorj
PRiSM Laboratory, Computer Science Department, University of Versailles Saint Quentin en Yvelines, 45 avenue des Etats-Unis, Versailles Cedex 78035, France
Abstract
We present some results concerning reverse convex problems. Global optimality conditions for the problems with a nonsmooth reverse convex constraint are established and convergence of an algorithm in the case of linear program with an additional quadratic reverse convex constraint is studied.