1994年9月8日
Convex programs with an additional constraint on the product of several convex functions
European Journal of Operational Research
- ,
- ,
- ,
- 巻
- 77
- 号
- 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.
- ID情報
-
- DOI : 10.1016/0377-2217(94)90375-1
- ISSN : 0377-2217
- SCOPUS ID : 0028768509