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Type: Artigo de periódico
Title: On the Solution of Generalized Multiplicative Extremum Problems
Author: Ashtiani, AM
Ferreira, PAV
Abstract: The paper addresses the problem of maximizing a sum of products of positive and concave real-valued functions over a convex feasible set. A reformulation based on the image of the feasible set through the vector-valued function which describes the problem, combined with an adequate application of convex analysis results, lead to an equivalent indefinite quadratic extremum problem with infinitely many linear constraints. Special properties of this later problem allow to solve it by an efficient relaxation algorithm. Some numerical tests illustrate the approach proposed.
Subject: Global optimization
Multiplicative problems
Convex analysis
Indefinite quadratic problems
Numerical methods
Country: EUA
Editor: Springer/plenum Publishers
Citation: Journal Of Optimization Theory And Applications. Springer/plenum Publishers, v. 149, n. 2, n. 411, n. 419, 2011.
Rights: fechado
Identifier DOI: 10.1007/s10957-010-9782-2
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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