An outcome-space finite algorithm for solving linear multiplicative programming (Q849749)

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An outcome-space finite algorithm for solving linear multiplicative programming
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    An outcome-space finite algorithm for solving linear multiplicative programming (English)
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    31 October 2006
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    The authors present an outcome-space finite algorithm for solving the linear multiplicative programming problem. The algorithm solves a convex quadratic programming in each iteration. The convergence of the algorithm is established. Some numerical results are presented.
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    linear multiplicative programming
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    convex quadratic programming
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    outcome-space
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    global optimization
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    outer approximation method
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    algorithm
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    convergence
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    numerical results
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