A practicable branch-and-bound algorithm for globally solving linear multiplicative programming. (4th March 2017)

• Record Type: Journal Article
• Authors: Wang, Chun-Feng; Bai, Yan-Qin; Shen, Pei-Ping
• Is Part Of: Optimization. Volume 66:Number 3(2017)
• Page Start: 397
• Page End: 405
• Publication Date: 2017-03-04
• Subjects: Linear multiplicative -- branch-and-bound -- linear relaxation -- global optimization; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2016.1269765
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract: To globally solve linear multiplicative programming problem (LMP), this paper presents a practicable branch-and-bound method based on the framework of branch-and-bound algorithm. In this method, a new linear relaxation technique is proposed firstly. Then, the branch-and-bound algorithm is developed for solving problem LMP. The proposed algorithm is proven that it is convergent to the global minimum by means of the subsequent solutions of a series of linear programming problems. Some experiments are reported to show the feasibility and efficiency of this algorithm.