
The author introduces the concept of a level set for establishing the global solution of the multiplicative programming problem \[ \min \prod^m_{i=1} f_i(x)\text{ subject to }x\in M,\tag{1} \] where \(M\subset \mathbb{R}^n\) is a nonempty convex set, \(m\geq 2\). Main result: It is not necessary to know the set of all efficient solutions of the multicriteria \(\min[f_1(x),\dots,f_m(x)]\). A level set algorithm for finding a global solution of the multiplicative programming problem (1) is presented. Finally, an illustrative example is proposed.
Convex programming, numerical example, algorithm, Numerical mathematical programming methods, convex multiplicative programming problem, global optimal solution, compact convex set, level set algorithm
Convex programming, numerical example, algorithm, Numerical mathematical programming methods, convex multiplicative programming problem, global optimal solution, compact convex set, level set algorithm
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