Global algorithm for solving linear multiplicative programming problems

2019 ◽  
Vol 14 (3) ◽  
pp. 693-710 ◽  
Author(s):  
Peiping Shen ◽  
Bingdi Huang
IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 162245-162253 ◽  
Author(s):  
Jingben Yin ◽  
Hongwei Jiao ◽  
Youlin Shang

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 80629-80637 ◽  
Author(s):  
Hongwei Jiao ◽  
Wenjie Wang ◽  
Rongjiang Chen ◽  
Youlin Shang ◽  
Jingben Yin

2018 ◽  
Vol 2018 ◽  
pp. 1-8 ◽  
Author(s):  
Yingfeng Zhao ◽  
Ting Zhao

Applications of generalized linear multiplicative programming problems (LMP) can be frequently found in various areas of engineering practice and management science. In this paper, we present a simple global optimization algorithm for solving linear multiplicative programming problem (LMP). The algorithm is developed by a fusion of a new convex relaxation method and the branch and bound scheme with some accelerating techniques. Global convergence and optimality of the algorithm are also presented and extensive computational results are reported on a wide range of problems from recent literature and GLOBALLib. Numerical experiments show that the proposed algorithm with a new convex relaxation method is more efficient than usual branch and bound algorithm that used linear relaxation for solving the LMP.


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