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A convex analysis approach for convex multiplicative programming

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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.

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Authors and Affiliations

  1. Faculty of Electrical & Computer Engineering, University of Campinas, 13084-970, Campinas, SP, Brazil

    Rúbia M. Oliveira & Paulo A. V. Ferreira

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  1. Rúbia M. Oliveira
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  2. Paulo A. V. Ferreira
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Correspondence to Paulo A. V. Ferreira.

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Oliveira, R.M., Ferreira, P.A.V. A convex analysis approach for convex multiplicative programming. J Glob Optim 41, 579–592 (2008). https://doi.org/10.1007/s10898-007-9267-5

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  • DOI: https://doi.org/10.1007/s10898-007-9267-5

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