Generalized convex multiplicative programming via quasiconcave minimization

被引：19

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

页码：229 / 256

页数：28

共 30 条

[1]

[Anonymous], 1971, Microeconomic Theory: A Mathematical Approach

[2] MIN-MAX HEAPS AND GENERALIZED PRIORITY-QUEUES [J].