A practicable branch-and-bound algorithm for globally solving linear multiplicative programming |
| |
Authors: | Chun-Feng Wang Yan-Qin Bai Pei-Ping Shen |
| |
Institution: | 1. Department of Mathematics, Shanghai University, Shanghai, P.R. China.;2. Department of Mathematics, Henan Normal University, Xinxiang, P.R. China.011105@htu.edu.cn;4. Department of Mathematics, Henan Normal University, Xinxiang, P.R. China. |
| |
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. |
| |
Keywords: | Linear multiplicative branch-and-bound linear relaxation global optimization |
|
|