An outcome space algorithm for minimizing the product of two convex functions       over a convex set

Nguyen Thi Bach Kim; Nguyen Canh Nam; Le Quang Thuy

doi:10.3934/jimo.2013.9.243

Article Contents

2013, Volume 9, Issue 1: 243-253. Doi: 10.3934/jimo.2013.9.243

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An outcome space algorithm for minimizing the product of two convex functions over a convex set

1.
School of Applied Mathematics and Informatics, Hanoi University of Science and Technology, N01 Dai Co Viet, Hai Ba Trung, Hanoi

Received: May 31, 2011

Revised: June 30, 2012

Published: December 2012

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Abstract

This paper presents an outcome-space outer approximation algorithm for solving the problem of minimizing the product of two convex functions over a compact convex set in $\mathbb{R}^n$. The computational experiences are reported. The proposed algorithm is convergent.

Keywords:

Global optimization problem,
efficient point,
outcome set,
minimizing the product of two convex functions.

Mathematics Subject Classification: Primary: 90C29; Secondary: 90C26.

Citation:

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