An efficient method for minimizing a convex separable logarithmic function subject to a convex inequality constraint or linear equality constraint.pdfVIP

AN EFFICIENT METHOD FOR MINIMIZING A CONVEX SEPARABLE LOGARITHMIC FUNCTION SUBJECT TO A CONVEX INEQUALITY CONSTRAINT OR LINEAR EQUALITY CONSTRAINT STEFAN M. STEFANOV Received 24 May 2005; Accepted 4 October 2005 We consider the problem of minimizing a convex separable logarithmic function over a region defined by a convex inequality constraint or linear equality constraint, and two- sided bounds on the variables (box constraints). Such problems are interesting from both theoretical and practical point of view because they arise in some mathematical program- ming problems as well as in various practical problems such as problems of production planning and scheduling, allocation of resources, decision making, facility location prob- lems, and so forth. Polynomial algorithms are proposed for solving problems of this form and their convergence is proved. Some examples and results of numerical experiments are also presented. Copyright © 2006 Stefan M. Stefanov. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction Consider the following problem of minimizing a convex separable logarithmic function subject to a strictly convex inequality constraint and bounded variables: (CSL) min c(x) ≡ c x ≡ −s ln m x (1.1) j j j j j j ∈J j ∈J subject to p d x ≡ d x ≤ α, (1.2) j j j