Generalized convex multiplicative programming via quasiconcave minimization

被引：20
|
作者：
Jaumard, B
Meyer, C
Tuy, H
机构：
[1] ECOLE POLYTECH,GERAD,MONTREAL,PQ H3C 3A7,CANADA
[2] ECOLE POLYTECH,DEPT MATH & GENIE IND,MONTREAL,PQ H3C 3A7,CANADA
[3] INST MATH,HANOI 10000,VIETNAM
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 1997年 / 10卷 / 03期
基金：
加拿大自然科学与工程研究理事会;
关键词：
generalized convex multiplicative programming; conical partition; global optimization; branch-and-bound;
D O I：
10.1023/A:1008203116882
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We present a new method for minimizing the sum of a convex function and a product of k nonnegative convex functions over a convex set. This problem is reduced to a k-dimensional quasiconcave minimization problem which is solved by a conical branch-and-bound algorithm. Comparative computational results are provided on test problems from the literature.
引用
收藏
页码：229 / 256
页数：28
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