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Generalized Convex Multiplicative Programming via Quasiconcave Minimization |
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| Authors: | Brigitte Jaumard Christophe Meyer Hoang Tuy |
| Institution: | (1) GERAD & Département de Mathématiques et de Génie Industriel, Ecole Polytechnique de Montréal, C.P. 6079, succ. Centre-ville, Montréal (, Québec), H3C 3A7, Canada;(2) Département de Mathématiques et de Génie Industriel, Ecole Polytechnique de Montréal, C.P. 6079, succ. Centre-ville, Montréal (, Québec), H3C 3A7, Canada;(3) Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam |
| Abstract: | We present a new method for minimizing the sum of a convex function and aproduct of k nonnegative convex functions over a convex set. This problem isreduced to a k-dimensional quasiconcave minimization problem which is solvedby a conical branch-and-bound algorithm. Comparative computational results areprovided on test problems from the literature. |
| Keywords: | Generalized convex multiplicative programming conical partition global optimization branch-and-bound |
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