Moderate Nonlinearity = Convexity + Quadratic Concavity
Masakazu Kojima
Moderately nonlinear programs can be reduced to a quadratic program
having a linear objective function, concave quadratic inequality
constraints and an additional convex constraint set. This observation
makes it possible to extend successive convex relaxation methods,
which were recently proposed by Kojima and Tun\c{c}el for nonconvex
quadratic programs, to a wide class of nonlinear programs.
Research Report B-348, Dept. of Mathematical and Computing
Sciences, Tokyo Institute of Technology, Oh-Okayama, Meguro-ku,
Tokyo 152-8852, Japan, March 1999
Contact: [email protected]