FINITE ALGORITHM FOR GENERALIZED LINEAR MULTIPLICATIVE PROGRAMMING

Authors
SCHAIBLE S SODINI C
Citation
S. Schaible et C. Sodini, FINITE ALGORITHM FOR GENERALIZED LINEAR MULTIPLICATIVE PROGRAMMING, Journal of optimization theory and applications, 87(2), 1995, pp. 441-455
Citations number
6
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
87
Issue
2
Year of publication
1995
Pages
441 - 455
Database
ISI
SICI code
0022-3239(1995)87:2<441:FAFGLM>2.0.ZU;2-R
Abstract
The nonconvex problem of minimizing the sum of a linear function and t he product of two linear functions over a convex polyhedron is conside red. A finite algorithm is proposed which either finds a global optimu m or shows that the objective function is unbounded from below in the feasible region. This is done by means of a sequence of primal and/or dual simplex iterations.