Work

A Deterministic Global Optimization Method for Solving Generalized Linear Multiplicative Programming Problem with Multiplicative Constraints

Year: 2018

Type: article

Abstract: This paper presents a deterministic global optimization algorithm for solving generalized linear multiplicative programming problem with multiplicative constraints (GLMP). By utilizing equivalent transformation and linear relaxation method, a linear relaxation programming (LRP) of equivalent problem (GLMPH) is established. In the algorithm, lower and upper bounds are simultaneously obtained by solving some linear relaxation programming problems (LRP). 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: DEStech Transactions on Computer Science and Engineering

DOI: 10.12783/dtcse/amms2018/26189

Authors: Bo ZHANG, Yue-lin GAO

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W2901833547

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Cites: 9

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Related to: 10