Generalized Convex Multiplicative Programming via QuasiconcaveMinimization

Authors:
Brigitte Jaumard;Christophe Meyer;Hoang Tuy
Affiliations:
Ecole Polytechnique de Montréal, GERAD & Département de Mathématiques et de Génie Industriel, C.P. 6079, succ. Centre-ville, Montréal (Québec) H3C 3A7, Canada;Ecole Polytechnique de Montréal, Département de Mathématiques et de Génie Industriel, C.P. 6079, succ. Centre-ville, Montréal (Québec) H3C 3A7, Canada;Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam.
Venue:
Journal of Global Optimization
Year:
1997

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Abstract

We present a new method for minimizing the sum of a convex function and aproduct of k nonnegative convex functions over a convex set. This problem isreduced to a k-dimensional quasiconcave minimization problem which is solvedby a conical branch-and-bound algorithm. Comparative computational results areprovided on test problems from the literature.