Article ID: | iaor20011549 |
Country: | India |
Volume: | 21 |
Issue: | 2 |
Start Page Number: | 305 |
End Page Number: | 321 |
Publication Date: | May 2000 |
Journal: | Journal of Information & Optimization Sciences |
Authors: | Merlone Ugo |
A nonlinear programming problem with exponential objective function is solved using the optimal level solution approach. A comparison with some other methods known in literature is given. The suggested approach allows us to propose an algorithm capable of finding an exact optimal solution when located in a vertex of the feasible region, and one that is approximated when located in an inner point of an edge. Moreover, some theoretical properties of the problem allows us to rule out parts of the feasible region where no optimal solution can exist.