論文

査読有り
1994年9月8日

Convex programs with an additional constraint on the product of several convex functions

European Journal of Operational Research
  • Takahito Kuno
  • ,
  • Yasutoshi Yajima
  • ,
  • Yoshitsugu Yamamoto
  • ,
  • Hiroshi Konno

77
2
開始ページ
314
終了ページ
324
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1016/0377-2217(94)90375-1

In this paper, we consider a special type of global optimization problem in which a convex function is minimized on X ν Y, where X is a convex set and Y is a nonconvex set represented in terms of a product of p convex functions. It is shown that this problem can be reduced to a p-dimensional reverse convex program. Two outer approximation algorithms are proposed for solving the resulting problem. Computational experiments indicate that these algorithms can generate ε{lunate}-optimal solutions of fairly large scale linear programs with a constraint on the product of up to 4 linear functions. © 1994.

リンク情報
DOI
https://doi.org/10.1016/0377-2217(94)90375-1
ID情報
  • DOI : 10.1016/0377-2217(94)90375-1
  • ISSN : 0377-2217
  • SCOPUS ID : 0028768509

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