Level set algorithm for solving convex multiplicative programming problems

DOI10.1016/J.AMC.2004.08.028zbMath1081.65059OpenAlexW1990464570MaRDI QIDQ2570801

Yanyan Li

Publication date: 28 October 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2004.08.028

zbMATH Keywords

algorithmnumerical exampleglobal optimal solutioncompact convex setlevel set algorithmconvex multiplicative programming problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (4)

A comment on ``Level set algorithm for solving convex multiplicative programming problems ⋮ An efficient algorithm for globally solving generalized linear multiplicative programming ⋮ A novel convex relaxation-strategy-based algorithm for solving linear multiplicative problems ⋮ Outer space branch-reduction-bound algorithm for solving generalized affine multiplicative problems

Cites Work

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• An outer approximation method for minimizing the product of several convex functions on a convex set
• On a class of quadratic programs
• Parametric simplex algorithms for solving a special class of nonconvex minimization problems
• Linear multiplicative programming
• Multiplicative programming problems: Analysis and efficient point search heuristic
• Finite algorithm for generalized linear multiplicative programming
• An efficient solution method for rank two quasiconcave minimization problems
• A PRACTICAL ALOGORITHM FOR MINIMIZING A RANK-TWO SADDLE FUNCTION ON A POLYTOPE

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