minimizing the product of two convex functions

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