1. A practicable branch-and-bound algorithm for globally solving linear multiplicative programming
- Author
-
Yanqin Bai, Peiping Shen, and Chun-Feng Wang
- Subjects
Mathematical optimization ,021103 operations research ,Control and Optimization ,Branch and bound ,Linear programming ,Series (mathematics) ,Applied Mathematics ,medicine.medical_treatment ,0211 other engineering and technologies ,010103 numerical & computational mathematics ,02 engineering and technology ,Management Science and Operations Research ,01 natural sciences ,Linear-fractional programming ,medicine ,Criss-cross algorithm ,0101 mathematics ,Global optimization ,Branch and cut ,Relaxation technique ,Mathematics - 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.
- Published
- 2017