A Global Optimization Approach for Solving Generalized Nonlinear Multiplicative Programming Problem. (24th April 2014)

• Record Type: Journal Article
• Authors: Yang, Lin-Peng; Shen, Pei-Ping; Pei, Yong-Gang
• Other Names: Song Yisheng Academic Editor.
• Is Part Of: Abstract and applied analysis. Volume 2014(2014)
• Publication Date: 2014-04-24
• Subjects: Mathematical analysis -- Periodicals; Mathematical analysis; Applied Mathematics; Mathematical Analysis; Periodicals; 515.05
• DOI: 10.1155/2014/641909
• Languages: English
• ISSNs: 1085-3375

Abstract

Abstract : This paper presents a global optimization algorithm for solving globally the generalized nonlinear multiplicative programming (MP) with a nonconvex constraint set. The algorithm uses a branch and bound scheme based on an equivalently reverse convex programming problem. As a result, in the computation procedure the main work is solving a series of linear programs that do not grow in size from iterations to iterations. Further several key strategies are proposed to enhance solution production, and some of them can be used to solve a general reverse convex programming problem. Numerical results show that the computational efficiency is improved obviously by using these strategies.