Reverse polyblock approximation for generalized multiplicative/fractional programming. (English) Zbl 1117.90322

Hoang Tuy; Nguyen Duc Nghia

Vietnam J. Math. 31, No. 4, 391-402 (2003).

Summary: We present a new efficient approach to a wide class of global optimization problems that includes as special cases generalized linear multiplicative and linear fractional programming problems (i.e. problems of minimizing the sum of a linear function and the product, or the ratio, of two linear functions over a polytope). Our approach is based on the recently developed theory of monotone optimization problem [H. Tuy, SIAM J. Optim. 11, No. 2, 464–494 (2000; Zbl 1010.90059)].

MSC:

90C32	Fractional programming
90C26	Nonconvex programming, global optimization

Keywords:

nonconvex global optimization problems

Citations:

Zbl 1010.90059