A finite algorithm for a class of nonlinear multiplicative programs
This paper discusses the existence of solutions and the generalized convexity of the objective function to the problem \[ \min_{x\in X}\,(\textstyle{{1\over 2}}\langle x,Qx\rangle+ \langle q, x\rangle+ q_0)(\langle d,x\rangle+ d_0)^p, \] where \(X= \{x\in{\mathbb R}^n: Ax\geq b\}\), with \(A\in{\mathbb R}^{m\times n}\), \(q,d\in{\mathbb R}^n\), \(b\in{\mathbb R}^n\), \(p\), \(q_0\), \(d_0\in{\mathbb R}\), \(p\neq 0\), \(Q\in{\mathbb R}^{n\times n}\) is symmetric and positive definite and \(\langle d,x\rangle+ d_0> 0\,\forall x\in X\). The study is carried out for all \(p\in{\mathbb R}\), \(p\neq 0\). The unifying approach developed in this paper uses the so-called ``optimal level solutions method found in the literature and applied to solve various classes of optimization problems. In addition, a finite algorithm which solves the above-mentioned problem (having possibly unbounded feasible set) is proposed.
- Finite algorithm for generalized linear multiplicative programming
- An outcome space approach for generalized convex multiplicative programs
- scientific article; zbMATH DE number 1799337
- A global optimization approach for solving the convex multiplicative programming problem
- Level set algorithm for solving convex multiplicative programming problems
- A nonisolated optimal solution of general linear multiplicative programming problems
- On a class of quadratic programs
- Finite algorithm for generalized linear multiplicative programming
- Underestimation functions for a rank-two partitioning method
- Global optimization of a rank-two nonconvex program
- A sequential method for a class of box constrained quadratic programming problems
- New class of multiplicative algorithms for solving of entropy-linear programs
- A note on finite termination of iterative algorithms in mathematical programming
- On the minimization of a class of generalized linear functions on a flow polytope
- scientific article; zbMATH DE number 3848980 (Why is no real title available?)
- A sixth bibliography of fractional programming
- A unifying approach to solve a class of parametrically-convexifiable problems
- A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs
- scientific article; zbMATH DE number 592643 (Why is no real title available?)
- A parametric solution algorithm for a class of rank-two nonconvex programs
- Rank-two programs involving linear fractional functions
- A convex analysis approach for convex multiplicative programming
- An outcome space approach for generalized convex multiplicative programs
- A unifying approach to solve some classes of rank-three multiplicative and fractional programs involving linear functions
This page was built for publication: A finite algorithm for a class of nonlinear multiplicative programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1422889)
