1. A Branch-and-Reduce Approach for Solving Generalized Linear Multiplicative Programming
- Author
-
Chun-Feng Wang, Geng-Zhong Zheng, and Sanyang Liu
- Subjects
Sequence ,Mathematical optimization ,Linear programming ,Article Subject ,General Mathematics ,lcsh:Mathematics ,General Engineering ,lcsh:QA1-939 ,Linear-fractional programming ,Linear multiplicative programming ,Linearization ,lcsh:TA1-2040 ,Criss-cross algorithm ,Overall performance ,lcsh:Engineering (General). Civil engineering (General) ,Mathematics - Abstract
We consider a branch-and-reduce approach for solving generalized linear multiplicative programming. First, a new lower approximate linearization method is proposed; then, by using this linearization method, the initial nonconvex problem is reduced to a sequence of linear programming problems. Some techniques at improving the overall performance of this algorithm are presented. The proposed algorithm is proved to be convergent, and some experiments are provided to show the feasibility and efficiency of this algorithm.
- Published
- 2011