Artículos de revistas
An outcome space approach for generalized convex multiplicative programs
Registro en:
Journal Of Global Optimization. Springer, v. 47, n. 1, n. 107, n. 118, 2010.
0925-5001
WOS:000276354100007
10.1007/s10898-009-9460-9
Autor
Oliveira, RM
Ferreira, PAV
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) 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. 47 1 107 118 Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)