Benson, Harold P.; Sun, Erjiang - In: European Journal of Operational Research 199 (2009) 1, pp. 1-8
This article presents a branch-and-reduce algorithm for globally solving for the first time a convex minimization problem (P) with p[greater-or-equal, slanted]1 additional multiplicative constraints. In each of these p additional constraints, the product of two convex functions is constrained to...