Global Optimization of Convex Multiplicative Programs by Duality Theory

2005 ◽  
pp. 101-111
Author(s):  
Rúbia M. Oliveira ◽  
Paulo A. V. Ferreira
Keyword(s):  
Global Optimization ◽  
Duality Theory ◽  
Multiplicative Programs

scholarly journals Duality for linear multiplicative programs

2005 ◽  
Vol 46 (3) ◽  
pp. 393-397 ◽  
Author(s):  
Carlton H. Scott ◽  
Thomas R. Jefferson
Keyword(s):  
Duality Theory ◽  
Computational Algorithms ◽  
Mathematical Programs ◽  
Considerable Research ◽  
Signomial Programming ◽  
Dual Variables ◽  
The Subject ◽  
Nonconvex Optimisation ◽  
Multiplicative Programs ◽  
Special Case

AbstractLinear multiplicative programs are an important class of nonconvex optimisation problems that are currently the subject of considerable research as regards the development of computational algorithms. In this paper, we show that mathematical programs of this nature are, in fact, a special case of more general signomial programming, which in turn implies that research on this latter problem may be valuable in analysing and solving linear multiplicative programs. In particular, we use signomial programming duality theory to establish a dual program for a nonconvex linear multiplicative program. An interpretation of the dual variables is given.

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