G-95-22
Generalized Convex Multiplicative Programming via Quasiconcave Minimization
, et référence BibTeX
We present a new method for minimizing the sum of a convex function and a product of k nonnegative convex functions over a convex set. This problem is reduced to a k-dimensional quasiconcave minimization problem which is solved by a conical branch-and-bound algorithm. Comparative computational results are provided on test problems from the literature.
Paru en avril 1995 , 38 pages
Ce cahier a été révisé en février 1996