: 10h15, ngày 10/03/2016 (Thứ Năm)
: Seminar Tối ưu
: Trần Ngọc Thăng
: Toán Tin
Tóm tắt báo cáo
Generalized Multiplicative programming problems have important applications in areas such as engineering, ﬁnance, economics, VLSI chip design and other ﬁelds. Although they are NP-hard global optimization problems, even for the case that the feasible set is a polytope and the objective function is the product of linear functions, they have attracted a lot of attention from researchers and practitioners.
This paper addresses an outcome-space outer approximation algorithm for solving the problem of globally maximizing the sum of products of concave functions over a nonempty convex compact set. From the relationship between normal cones in decision space and ones in outcome space, the approximate cutting-planes are established by solving the systems of linear equations which lead the computational efﬁciency of the proposed algorithm. Some illustrative examples are given and the numerical experiments are reported.