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Type: Artigo de periódico
Title: An outcome space approach for generalized convex multiplicative programs
Author: Oliveira, RM
Ferreira, PAV
Abstract: This paper addresses the problem of minimizing an arbitrary finite sum of products of two convex functions over a convex set. Nonconvex problems in this form constitute a class of generalized convex multiplicative problems. Convex analysis results allow to reformulate the problem as an indefinite quadratic problem with infinitely many linear constraints. Special properties of the quadratic problem combined with an adequate outer approximation procedure for handling its semi-infinite constrained set enable an efficient constraint enumeration global optimization algorithm for generalized convex multiplicative programs. Computational experiences illustrate the proposed approach.
Subject: Global optimization
Multiplicative programming
Convex analysis
Indefinite quadratic programming
Numerical methods
Country: Holanda
Editor: Springer
Rights: fechado
Identifier DOI: 10.1007/s10898-009-9460-9
Date Issue: 2010
Appears in Collections:Unicamp - Artigos e Outros Documentos

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