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An Outcome Space Algorithm for Minimizing the Product of Two Convex Functions over a Convex Set

Thi Bach Kim NGUYEN(kimntb-fami***at***mail.hut.edu.vn)
Nam NGUYEN CANH(namnc***at***mail.hut.edu.vn)
Quang Thuy LE(thuylq-fami***at***mail.hut.edu.vn)

Abstract: 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 algorithm is convergent.

Keywords: global optimization problem, efficient point, outcome set, minimizing the product of two convex functions

Category 1: Global Optimization

Category 2: Nonlinear Optimization

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Entry Submitted: 06/24/2011
Entry Accepted: 06/24/2011
Entry Last Modified: 06/24/2011

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