An outcome space branch and bound-outer approximation algorithm for convex multiplicative programming (Q1567067): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1023/a:1008316429329 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2280657913 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 08:49, 30 July 2024

scientific article
Language Label Description Also known as
English
An outcome space branch and bound-outer approximation algorithm for convex multiplicative programming
scientific article

    Statements

    An outcome space branch and bound-outer approximation algorithm for convex multiplicative programming (English)
    0 references
    0 references
    5 June 2000
    0 references
    The article under review is a valuable contribution to both theory and, in particular, numerical analysis of so-called convex multiplicative programming. By definition, in this field of nonlinear minimization the objective function is a finite product of convex functions over some compact convex set \(D\). Such a problem \((P_D)\) arises in economic analysis, portfolio and multi-objective optimization, and in VLSI design. In order to solve this NP-hard problem with computational savings, the author bases his development of an approximate algorithm on an equivalent quasiconcave minimization problem, called outcome space problem \((P_Y)\). Assuming \(D\) finitely convex and differentiably defined, the algorithm firstly implies outer approximation of the nonempty, compact outcome space \(Y\) by decreasing polytopes, found by a nonlinear convex program, resolution of a system of linear (in)equalities, and a ``cut off'' from one iteration to the other. Herewith, the algorithm works ``economized''. Secondly, we find branching and, thirdly, bounding techniques from linear programming, prepared by suitable notions and notations. The author presents an (upon termination) finite convergence theorem to an \(\varepsilon\)-optimal solution, and gives detailed computational issues. Finally, this carefully written investigation in global optimization becomes applied to a numerical example.
    0 references
    branch and bound algorithm
    0 references
    convex multiplicative programming
    0 references
    quasiconcave minimization
    0 references
    outcome space problem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references