AN OUTCOME SPACE ALGORITHM FOR MINIMIZING THE PRODUCT OF TWO CONVEX FUNCTIONS OVER A CONVEX SET

作者：Nguyen Thi Bach Kim; Nguyen Canh Nam^*; Le Quang Thuy

来源：Journal of Industrial and Management Optimization, 2013, 9(1): 243-253.

DOI：10.3934/jimo.2013.9.243

• Global optimization problem
• efficient point
• outcome set
• minimizing the product of two convex functions

This paper presents an outcome-space outer approximation algorithm for solving the problem of minimizing the product of two convex functions over a compact convex set in R-n. The computational experiences are reported. The proposed algrithm is convergent.

• 出版日期2013-1