Work

An Efficient Outer Space Algorithm for Generalized Linear Multiplicative Programming Problem

Year: 2020

Type: article

Abstract: Base on the outer space search and the branch-and-bound framework, this paper presents an efficient outer space branch-and-bound algorithm for globally solving generalized linear multiplicative programming problem. First of all, we convert the problem into an equivalent problem. Then, by utilizing a direct relaxation method, we establish the linear relaxed problem to compute the lower bound of the global optimal value of the equivalent problem. By subsequently subdividing the initial outer space rectangle and solving a series of linear relaxed problems, the proposed algorithm is convergent to the global optimal solution of the primal problem. Finally, compared with some known algorithms, numerical experiments are given to demonstrate the feasibility and effectiveness of the proposed algorithm.

Source: IEEE Access

DOI: 10.1109/access.2020.2990677

Authors: Hongwei Jiao, Wenjie Wang, Rongjiang Chen, Youlin Shang, Jingben Yin

Institutions: Henan University of Science and Technology, Henan Institute of Science and Technology

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $1,750

Funders: National Natural Science Foundation of China, China Postdoctoral Science Foundation, Henan Institute of Science and Technology, Henan Provincial Science and Technology Research Project