Effective algorithm for solving the generalized linear multiplicative problem with generalized polynomial constraints

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• 作者：Hong-Wei Jiao ; ^{jiaohongwei@126.com" class="auth_mail" title="E-mail the corresponding author} ; San-Yang Liu ; ^{liusanyang@126.com" class="auth_mail" title="E-mail the corresponding author} ; Ying-Feng Zhao
• 关键词：Branch and bound ; Generalized linear multiplicative problem ; Global optimization ; Linear lower bound relaxation problem
• 刊名：Applied Mathematical Modelling
• 出版年：2015
• 出版时间：December 2015
• 年：2015
• 卷：39
• 期：23-24
• 页码：7568-7582
• 全文大小：1698 K

文摘

In this study, we propose a novel global optimization algorithm for effectively solving the generalized linear multiplicative problem with generalized polynomial constraints. Based on the branch and bound scheme, the algorithm is implemented by solving its equivalent generalized geometric programming problem. In the algorithm, lower bounds are obtained by solving a sequence of linear lower bound relaxation problems, which can be derived using a new linearization technique. Finally, we prove the global convergence of the algorithm and some numerical results are presented that demonstrate the computational advantages of the proposed algorithm.