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Generalized convex multiplicative programming via quasiconcave minimization. (English) Zbl 0871.90085

Summary: We present a new method for minimizing the sum of a convex function and a product of \(k\) nonnegative convex functions over a convex set. This problem is reduced to a k-dimensional quasiconcave minimization problem which is solved by a conical branch-and-bound algorithm. Comparative computational results are provided on test problems from the literature.

MSC:

90C30 Nonlinear programming

Software:

MINOS
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