Outcome-Space Branch and Bound Algorithm for Solving Linear Multiplicative Programming.

This paper presents an outcome-space branch and bound algorithm for globally solving the linear multiplicative programming problems, in which we use a new two-level partition technique on rectangles and solve a simple relaxed quasiconcave programming problem at each branch node over outcome-space.We prove that the proposed algorithm is convergent. It can be shown by the numerical results that the proposed algorithm is effective. [ABSTRACT FROM AUTHOR]