Finite algorithm for minimizing the product of two linear functions over a polyhedron

Nguyen Thi Bach Kim

doi:10.3934/jimo.2007.3.481

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2007, Volume 3, Issue 3: 481-487. Doi: 10.3934/jimo.2007.3.481

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Finite algorithm for minimizing the product of two linear functions over a polyhedron

Nguyen Thi Bach Kim^1,

1.
Faculty of Applied Mathematics and Informatics, Hanoi University of Technology, Hanoi

Received: January 31, 2006

Revised: November 30, 2006

Published: June 2007

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Abstract

In this article we propose a finite algorithm for minimizing the product of two linear functions over a polyhedron. Preliminary computational results are reported.

Keywords:

Global optimization problem,
efficient point,
outcome set,
minimizing the product of two linear functions.

Mathematics Subject Classification: Primary: 90 C29; Secondary: 90 C26.

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