An Outcome Space Algorithm for Minimizing the Product of Two Convex Functions over a Convex Set
Thi Bach Kim NGUYEN(kimntb-famimail.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
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