This paper presents an outcome-space outer approximation algorithm for solving the problem of minimizing the product of two convex functions over a compact convex set in $\R^n$. The computational experiences are reported. The proposed algorithm is convergent. Article Download View An Outcome Space Algorithm for Minimizing the Product of Two Convex Functions over a Convex … Read more
This paper presents an outcome-space outer approximation algorithm for globally solving the linear multiplicative programming problem. We prove that the proposed algorithm is finite. To illustrate the new algorithm, we apply it to solve some sample problems. Citation 10, Hanoi University of Technology, 07/2007 Article Download View Outcome-Space Outer Approximation Algorithm for Linear Multiplicative Programming
In this paper, we present a new adaptive algorithm for defining the solution set of a multiobjective linear programming problem, where the decision variables are upper and lower bounded, using the direct support method. The principle particularitie of this method is the fact that it handles the bounds of variables such are they are initially … Read more