Solving a class of multiplicative programming problems via c-programming |
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Authors: | Moshe Sniedovich Suzanne Findlay |
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Affiliation: | (1) Department of Mathematics, University of Melbourne, 3052 Parkville, VIC, Australia |
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Abstract: | ![]() In this note we show that many classes of global optimization problems can be treated most satisfactorily by classical optimization theory and conventional algorithms. We focus on the class of problems involving the minimization of the product of several convex functions on a convex set which was studied recently by Kunoet al. [3]. It is shown that these problems are typical composite concave programming problems and thus can be handled elegantly by c-programming [4]–[8] and its techniques. |
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Keywords: | Multiplicative objective functions c-programming parametric programming global optimization |
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