Solving linear multiplicative programs via branch-and-bound: a computational experience

被引：9

作者：

Cambini, R. ^{[1
]}

Riccardi, R. ^{[2
]}

Scopelliti, D. ^{[2
]}

机构：

[1] Univ Pisa, Dipartimento Econ & Management, Via C Ridolfi 10, I-56124 Pisa, Italy

[2] Univ Brescia, Dipartimento Econ & Management, Via S Faustino 74-b, I-25122 Brescia, Italy

来源：

COMPUTATIONAL MANAGEMENT SCIENCE | 2023年 / 20卷 / 01期

关键词：

Linear multiplicative programs; Branch-and-bound; Global optimization; Nonconvex optimization; Bilevel problems; GLOBAL OPTIMIZATION; CONSTRAINT QUALIFICATIONS;

D O I：

10.1007/s10287-023-00471-1

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

In this paper, linear multiplicative programs are approached with a branch-and-bound scheme and a detailed computational study is provided. Several underestimation functions are analyzed and various partitioning criteria are presented. A particular class of linear multiplicative programs, useful to solve some applicative bilevel problems, is considered from a theoretical point of view to emphasize an efficient solution method. Detailed results of the computational study are provided to point out the performances provided by using various underestimation functions and partitioning criteria, thus improving some of the results of the current literature.

引用

页数：32

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