Global optimization of convex multiplicative programs by duality theory

被引：0
|
作者：
Oliveira, RM [1 ]
Ferreira, PAV [1 ]
机构：
[1] Univ Estadual Campinas, Fac Elect & Comp Engn, BR-13084970 Campinas, SP, Brazil
来源：
GLOBAL OPTIMIZATION AND CONSTRAINT SATISFACTION | 2005年 / 3478卷
关键词：
global optimization; convex multiplicative programming; multiobjective programming; duality theory; numerical methods;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
A global optimization approach for convex multiplicative problems based on the generalized Benders decomposition is proposed. A suitable representation of the multiplicative problem in the outcome space reduces its global solution to the solution of a sequence of quasi-concave minimizations over polytopes. Some similarities between convex multiplicative and convex multiobjective programming become evident through the methodology proposed. The algorithm is easily implemented; its performance is illustrated by a test problem.
引用
收藏
页码：101 / 111
页数：11
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