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**A global optimization approach for solving the convex multiplicative programming problem.**
*(English)*
Zbl 0752.90056

Summary: We consider a convex multiplicative programming problem of the form \(\min\{f_ 1(x)\cdot f_ 2(x): x\in X\}\), where \(X\) is a compact convex subset of \(\mathbb{R}^ n\) and \(f_ 1\), \(f_ 2\) are convex functions which have nonnegative values over \(X\). Using two additional variables we transform this problem into a problem with a special structure in which the objective function depends only on two of the \((n+2)\) variables. Following a decomposition concept in global optimization we then reduce this problem to a master problem of minimizing a quasi-concave function over a convex set in \(\mathbb{R}^ 2_ +\). This master problem can be solved by an outer approximation method which requires performing a sequence of simplex tableau pivoting operations. The proposed algorithm terminates when the function \(f_ i\), \((i=1,2)\) are affine-linear and \(X\) is a polytope and it is convergent for the general convex case.

### MSC:

90C25 | Convex programming |

90-08 | Computational methods for problems pertaining to operations research and mathematical programming |

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\textit{Nguyen Van Thoai}, J. Glob. Optim. 1, No. 4, 341--357 (1991; Zbl 0752.90056)

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### References:

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