Global minimization of a generalized convex multiplicative function |
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| Authors: | Hiroshi Konno Takahito Kuno Yasutoshi Yajima |
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| Affiliation: | (1) Institute of Human and Social Sciences, Tokyo Institute of Technology, Japan;(2) Institute of Information Sciences and Electronics, University of Tsukuba, Japan;(3) Department of Industrial Engineering and Management, Tokyo Institute of Technology, Japan |
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| Abstract: | This paper discusses an algorithm for generalized convex multiplicative programming problems, a special class of nonconvex minimization problems in which the objective function is expressed as a sum ofp products of two convex functions. It is shown that this problem can be reduced to a concave minimization problem with only 2p variables. An outer approximation algorithm is proposed for solving the resulting problem. |
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| Keywords: | Nonconvex minimization global optimization convex multiplicative function outer approximation method |
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