global optimization problem

An Outcome Space Algorithm for Minimizing the Product of Two Convex Functions over a Convex Set

  • Quang Thuy Le
  • Thi Bach Kim Nguyen
  • Nam Nguyen Canh
    • Categories Global Optimization, Nonlinear Optimization Tags , , ,

    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. ArticleDownload View PDF

    Outcome-Space Outer Approximation Algorithm for Linear Multiplicative Programming

  • Bach Kim Nguyen Thi
  • Ha Yen Tang Thi
  • Le Trang Nguyen Thi
    • Categories Global Optimization, Multi-Criteria Optimization Tags , , ,

    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. Citation10, Hanoi University of Technology, 07/2007ArticleDownload View PDF