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Journal of Applied Mathematics and Computing
Published in: Journal of Applied Mathematics and Computing 1-2/2012

01-10-2012 | Computational mathematics

Global optimization algorithm for a generalized linear multiplicative programming

Authors: Hongwei Jiao, Sanyang Liu, Yongqiang Chen

Published in: Journal of Applied Mathematics and Computing | Issue 1-2/2012

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Abstract

This article present a branch and bound algorithm for globally solving generalized linear multiplicative programming problems with coefficients. The main computation involve solving a sequence of linear relaxation programming problems, and the algorithm economizes the required computations by conducting the branch and bound search in R p , rather than in R n , where p is the number of rank and n is the dimension of decision variables. The proposed algorithm will be convergent to the global optimal solution by means of the subsequent solutions of the series of linear relaxation programming problems. Numerical results are given to show the feasibility and effectiveness of the proposed algorithm.
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Metadata
Title
Global optimization algorithm for a generalized linear multiplicative programming
Authors
Hongwei Jiao
Sanyang Liu
Yongqiang Chen
Publication date
01-10-2012
Publisher
Springer-Verlag
Published in
Journal of Applied Mathematics and Computing / Issue 1-2/2012
Print ISSN: 1598-5865
Electronic ISSN: 1865-2085
DOI
https://doi.org/10.1007/s12190-012-0576-6

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