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

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


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