Global minimization of a generalized linear multiplicative programming

被引：38
|
作者：
Wang, Chun-Feng [1 ,2 ]
Liu, San-Yang [1 ]
Shen, Pei-Ping [2 ]
机构：
[1] Xidian Univ, Dept Math Sci, Xian 710071, Peoples R China
[2] Henan Normal Univ, Dept Math, Xinxiang 453007, Peoples R China
来源：
APPLIED MATHEMATICAL MODELLING | 2012年 / 36卷 / 06期
基金：
中国国家自然科学基金;
关键词：
Global optimization; Multiplicative programming; Simplicial bisection; Branch and bound; ALGORITHM;
D O I：
10.1016/j.apm.2011.09.002
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
This article presents a simplicial branch and bound algorithm for globally solving generalizedlinearmultiplicativeprogramming problem (GLMP). Since this problem does not seem to have been studied previously, the algorithm is apparently the first algorithm to be proposed for solving such problem. In this algorithm, a well known simplicial subdivision is used in the branching procedure and the bound estimation is performed by solving certain linear programs. Convergence of this algorithm is established, and some experiments are reported to show the feasibility of the proposed algorithm. (C) 2011 Elsevier Inc. All rights reserved.
引用
收藏
页码：2446 / 2451
页数：6
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