On the Solution of Generalized Multiplicative Extremum Problems

Alireza M. Ashtiani () and Paulo A. V. Ferreira ()
Additional contact information
Alireza M. Ashtiani: State University of Campinas
Paulo A. V. Ferreira: State University of Campinas

Journal of Optimization Theory and Applications, 2011, vol. 149, issue 2, No 10, 419 pages

Abstract: Abstract The paper addresses the problem of maximizing a sum of products of positive and concave real-valued functions over a convex feasible set. A reformulation based on the image of the feasible set through the vector-valued function which describes the problem, combined with an adequate application of convex analysis results, lead to an equivalent indefinite quadratic extremum problem with infinitely many linear constraints. Special properties of this later problem allow to solve it by an efficient relaxation algorithm. Some numerical tests illustrate the approach proposed.

Keywords: Global optimization; Multiplicative problems; Convex analysis; Indefinite quadratic problems; Numerical methods (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-010-9782-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:149:y:2011:i:2:d:10.1007_s10957-010-9782-2

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-010-9782-2

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().