Treffer: Duality for linear multiplicative programs

Title:
Duality for linear multiplicative programs
Authors:
Scott, C. H., Jefferson, T. R.
Source:
The ANZIAM Journal
Publisher Information:
Cambridge University Press (CUP), 2005.
Publication Year:
2005
Subject Terms:
Large-scale problems in mathematical programming, 0211 other engineering and technologies, 02 engineering and technology, Optimality conditions and duality in mathematical programming, 0101 mathematics, 01 natural sciences
Document Type:
Fachzeitschrift Article
File Description:
application/xml; application/pdf
Language:
English
ISSN:
1446-8735
1446-1811
DOI:
10.1017/s1446181100008336
Access URL:
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/E2CF7BE3B45356ABBDAC1CB42D6FD7C1/S1446181100008336a.pdf/div-class-title-duality-for-linear-multiplicative-programs-div.pdf
http://www.journals.cambridge.org/abstract_S1446181100008336
https://dialnet.unirioja.es/servlet/articulo?codigo=1136794
https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S1446181100008336
https://hdl.handle.net/11693/48602
Rights:
Cambridge Core User Agreement
Accession Number:
edsair.doi.dedup.....9c2d6e5d6f7a3e93a1cc80f8ec64dbd5
Database:
OpenAIRE

Weitere Informationen

Linear multiplicative programs are an important class of nonconvex optimisation problems that are currently the subject of considerable research as regards the development of computational algorithms. In this paper, we show that mathematical programs of this nature are, in fact, a special case of more general signomial programming, which in turn implies that research on this latter problem may be valuable in analysing and solving linear multiplicative programs. In particular, we use signomial programming duality theory to establish a dual program for a nonconvex linear multiplicative program. An interpretation of the dual variables is given.