Abstract
This paper discusses an algorithm for generalized convex multiplicative programming problems, a special class of nonconvex minimization problems in which the objective function is expressed as a sum ofp products of two convex functions. It is shown that this problem can be reduced to a concave minimization problem with only 2p variables. An outer approximation algorithm is proposed for solving the resulting problem.
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Konno, H., Kuno, T. & Yajima, Y. Global minimization of a generalized convex multiplicative function. J Glob Optim 4, 47–62 (1994). https://doi.org/10.1007/BF01096534
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DOI: https://doi.org/10.1007/BF01096534