Global minimization of a generalized linear multiplicative programming

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• 作者：Chun-Feng Wang^a ; ^b ; ^{wangchunfeng09@126.com} ; San-Yang Liu^a ; Pei-Ping Shen^b
• 关键词：Global optimization ; Multiplicative programming ; Simplicial bisection ; Branch and bound
• 刊名：Applied Mathematical Modelling
• 出版年：2012
• 出版时间：June, 2012
• 年：2012
• 卷：36
• 期：6
• 页码：2446-2451
• 全文大小：175 K

文摘

This article presents a simplicial branch and bound algorithm for globally solving generalized linear multiplicative programming problem (GLMP). Since this problem does not seem to have been studied previously, the algorithm is apparently the first algorithm to be proposed for solving such problem. In this algorithm, a well known simplicial subdivision is used in the branching procedure and the bound estimation is performed by solving certain linear programs. Convergence of this algorithm is established, and some experiments are reported to show the feasibility of the proposed algorithm.