A parametric successive underestimation method for convex multiplicative programming problems

1991 ◽  
Vol 1 (3) ◽  
pp. 267-285 ◽  
Author(s):  
Takahito Kuno ◽  
Hiroshi Konno
Keyword(s):  
Multiplicative Programming ◽  
Convex Multiplicative Programming

scholarly journals Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming

2011 ◽  
Vol 2011 ◽  
pp. 1-21
Author(s):  
Le Quang Thuy ◽  
Nguyen Thi Bach Kim ◽  
Nguyen Tuan Thien
Keyword(s):  
Multiobjective Programming ◽  
Outer Approximation ◽  
Test Problems ◽  
Multiplicative Programming ◽  
Efficient Outcome ◽  
Bond Portfolio ◽  
Outcome Space ◽  
Outer Approximation Algorithm ◽  
Multiobjective Programming Problems ◽  
Convex Multiplicative Programming

Convex multiobjective programming problems and multiplicative programming problems have important applications in areas such as finance, economics, bond portfolio optimization, engineering, and other fields. This paper presents a quite easy algorithm for generating a number of efficient outcome solutions for convex multiobjective programming problems. As an application, we propose an outer approximation algorithm in the outcome space for solving the multiplicative convex program. The computational results are provided on several test problems.

scholarly journals Global Algorithm for Generalized Affine Multiplicative Programming Problem

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 162245-162253 ◽  
Author(s):  
Jingben Yin ◽  
Hongwei Jiao ◽  
Youlin Shang
Keyword(s):  
Programming Problem ◽  
Multiplicative Programming ◽  
Global Algorithm
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