Back to Search
Start Over
Output-Space Branch-and-Bound Reduction Algorithm for a Class of Linear Multiplicative Programs.
- Source :
-
Mathematics (2227-7390) . Mar2020, Vol. 8 Issue 3, p315. 1p. - Publication Year :
- 2020
-
Abstract
- In this paper, a new relaxation bounding method is proposed for a class of linear multiplicative programs. Although the 2 p − 1 variable is introduced in the construction of equivalence problem, the branch process of the algorithm is only carried out in p − dimensional space. In addition, a super-rectangular reduction technique is also given to greatly improve the convergence rate. Furthermore, we construct an output-space branch-and-bound reduction algorithm based on solving a series of linear programming sub-problems, and prove the convergence and computational complexity of the algorithm. Finally, to verify the feasibility and effectiveness of the algorithm, we carried out a series of numerical experiments and analyzed the advantages and disadvantages of the algorithm by numerical results. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 22277390
- Volume :
- 8
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Mathematics (2227-7390)
- Publication Type :
- Academic Journal
- Accession number :
- 142565776
- Full Text :
- https://doi.org/10.3390/math8030315