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An outcome space algorithm for minimizing the product of two convex functions over a convex set
Author(s) -
Nguyen Thi Bach Kim,
Nguyen Canh Nam,
Le Quang Thuy
Publication year - 2012
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2013.9.243
Subject(s) - convex set , subderivative , convex hull , outcome (game theory) , convex analysis , product (mathematics) , convex combination , regular polygon , proper convex function , product topology , mathematics , set (abstract data type) , algorithm , mathematical optimization , convex optimization , space (punctuation) , computer science , discrete mathematics , geometry , mathematical economics , programming language , operating system
This paper presents an outcome-space outer approximation algorithm for solving the problem of minimizing the product of two convex functions over a compact convex set in $\mathbb{R}^n$. The computational experiences are reported. The proposed algorithm is convergent.

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