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