Volume no :9, Issue no: 2, May (2013)

MINIMIZATION OF A CONVEX SEPARABLE EXPONENTIAL FUNCTION SUBJECT TO LINEAR EQUALITY CONSTRAINT AND BOX CONSTRAINTS

Author's: STEFAN M. STEFANOV
Pages: [107] - [135]
Received Date: February 14, 2013
Submitted by:

Abstract

In this paper, we consider the problem of minimizing a convex separable exponential function over a feasible region defined by a linear equality constraint and box constraints (bounds on the variables). Problems of this form are interesting from both theoretical and practical point of view because they arise in some mathematical optimization problems as well as in various practical applications. Algorithms of polynomial computational complexity are proposed for solving problems of this form and their convergence is proved. Some examples and results of numerical experiments are also presented.

Keywords

exponential function, convex programming, separable programming, polynomial algorithms, computational complexity.