Groupe d’études et de recherche en analyse des décisions

Some Further Results on Monotonicity in Globally Optimal Design

Pierre Hansen, Brigitte Jaumard et Shi-Hui Lu

Many problems of globally optimal design have been solved by using monotonicity analysis. New monotonicity principles are obtained by exploiting non strict monotonicity of the objective function and of the constraints. Ways to detect monotonicity and branching rules using monotonicity results are also discussed. Several illustrative examples from the literature are solved in an easier way than previously.

, 23 pages