A convex analysis approach for convex multiplicative programming

  • Authors:

  • Rúbia M. Oliveira;Paulo A. Ferreira

  • Affiliations:

  • Faculty of Electrical & Computer Engineering, University of Campinas, Campinas, Brazil 13084-970;Faculty of Electrical & Computer Engineering, University of Campinas, Campinas, Brazil 13084-970

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2008

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Abstract

Global optimization problems involving the minimization of a product of convex functions on a convex set are addressed in this paper. Elements of convex analysis are used to obtain a suitable representation of the convex multiplicative problem in the outcome space, where its global solution is reduced to the solution of a sequence of quasiconcave minimizations on polytopes. Computational experiments illustrate the performance of the global optimization algorithm proposed.