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Journal of Global Optimization

, Volume 10, Issue 3, pp 229–256 | Cite as

Generalized Convex Multiplicative Programming via Quasiconcave Minimization

  • Brigitte Jaumard
  • Christophe Meyer
  • Hoang Tuy
Article

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.

Generalized convex multiplicative programming conical partition global optimization branch-and-bound. 

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Copyright information

© Kluwer Academic Publishers 1997

Authors and Affiliations

  • Brigitte Jaumard
    • 1
  • Christophe Meyer
    • 2
  • Hoang Tuy
    • 3
  1. 1.GERAD & Département de Mathématiques et de Génie IndustrielEcole Polytechnique de MontréalMontréal (Canada
  2. 2.Département de Mathématiques et de Génie IndustrielEcole Polytechnique de MontréalMontréal (Canada
  3. 3.Institute of MathematicsBo Ho, HanoiVietnam

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