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Journal of Global Optimization

, Volume 41, Issue 4, pp 579–592 | Cite as

A convex analysis approach for convex multiplicative programming

  • Rúbia M. Oliveira
  • Paulo A. V. Ferreira
Article

Abstract

Global optimization problems involving the minimization of a product of convex functions on a convex set are addressed in this paper. Elements of convex analysis are used to obtain a suitable representation of the convex multiplicative problem in the outcome space, where its global solution is reduced to the solution of a sequence of quasiconcave minimizations on polytopes. Computational experiments illustrate the performance of the global optimization algorithm proposed.

Keywords

Global optimization Multiplicative programming Convex analysis Numerical methods 

JEL Classification

A12 

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Copyright information

© Springer Science+Business Media, LLC. 2007

Authors and Affiliations

  1. 1.Faculty of Electrical & Computer EngineeringUniversity of CampinasCampinasBrazil

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