Work

An efficient method for generalized linear multiplicative programming problem with multiplicative constraints

Year: 2016

Type: article

Abstract: We present a practical branch and bound algorithm for globally solving generalized linear multiplicative programming problem with multiplicative constraints. To solve the problem, a relaxation programming problem which is equivalent to a linear programming is proposed by utilizing a new two-phase relaxation technique. In the algorithm, lower and upper bounds are simultaneously obtained by solving some linear relaxation programming problems. Global convergence has been proved and results of some sample examples and a small random experiment show that the proposed algorithm is feasible and efficient.

Source: SpringerPlus

DOI: 10.1186/s40064-016-2984-9

Authors: Yingfeng Zhao, Sanyang Liu

Institutions: Xidian University, Henan Institute of Science and Technology

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

Funders: National Natural Science Foundation of China, Natural Science Foundation of Henan Province, Henan Institute of Science and Technology, Education Department of Henan Province