This paper presents an outcome-space branch and bound algorithm for globally solving the linear multiplicative programming problems, in which we use a new two-level partition technique on rectangles and solve a simple relaxed quasiconcave programming problem at each branch node over outcome-space.We prove that the proposed algorithm is convergent. It can be shown by the numerical results that the proposed algorithm is effective.
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- Outcome-Space Branch and Bound Algorithm for Solving Linear Multiplicative Programming
- Springer Berlin Heidelberg