Result: Global optimization of convex multiplicative programs by duality theory

Title:
Global optimization of convex multiplicative programs by duality theory
Source:
Global optimization and constraint satisfaction (Lausanne, 18-21 November 2003, revised selected papers)Lecture notes in computer science. :101-111
Publisher Information:
Berlin: Springer, 2005.
Publication Year:
2005
Physical Description:
print, 15 ref
Original Material:
INIST-CNRS
Document Type:
Conference Conference Paper
File Description:
text
Language:
English
Author Affiliations:
University of Campinas, Faculty of Electrical & Computer Engineering, 13084-970 Campinas/SP, Brazil
ISSN:
0302-9743
Rights:
Copyright 2005 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Operational research. Management
Accession Number:
edscal.16895815
Database:
PASCAL Archive

Further Information

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.