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

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

Outcome-Space Outer Approximation Algorithm for Linear Multiplicative Programming

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