A PARAMETRIC SUCCESSIVE UNDERESTIMATION METHOD FOR CONVEX PROGRAMMING PROBLEMS WITH AN ADDITIONAL CONVEX MULTIPLICATIVE CONSTRAINT
نویسندگان
چکیده
منابع مشابه
A Parametric Successive Underestimation Method for Convex Programming Problems with an Additional Convex Multiplicative Constraint
A bstract This paper addresses itself to an algorithm for a convex minimization problem with an additional convex multiplicative constraint. A convex multiplicative constraint is such that a product of two convex functions is less than or equal to some constant. It is shown that this non convex problem can be solved by solving a sequence of convex programming problems. The basic idea of this al...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 1992
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.35.290