Global Algorithm for Generalized Affine Multiplicative Programming Problem

被引：12
|
作者：
Yin, Jingben [1 ]
Jiao, Hongwei [1 ,2 ]
Shang, Youlin [2 ]
机构：
[1] Henan Inst Sci & Technol, Sch Math Sci, Xinxiang 453003, Henan, Peoples R China
[2] Henan Univ Sci & Technol, Sch Math & Stat, Luoyang 471023, Peoples R China
来源：
IEEE ACCESS | 2019年 / 7卷
基金：
中国博士后科学基金; 中国国家自然科学基金;
关键词：
Programming; Approximation algorithms; Linear programming; Optimization; Partitioning algorithms; Heuristic algorithms; Search problems; Generalized affine multiplicative programming; global optimization; linear relaxed programming; branch and bound; BOUND ALGORITHM; OPTIMIZATION; MINIMIZATION;
D O I：
10.1109/ACCESS.2019.2951515
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, a new outer space rectangle branch and bound algorithm is proposed for globally solving generalized affine multiplicative programming problem. By applying the equivalent transformations and affine approximations of bilinear function, the initial generalized affine multiplicative programming problem can be reduced to a linear relaxed programming problem. By subsequently refine the initial outer space rectangle, and by means of the subsequent solutions of a series of linear relaxed programming problems, the algorithm is convergent to the global optimal solution of the primal problem, and numerical results show the feasibility and effectiveness of the algorithm.
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页码：162245 / 162253
页数：9
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