Abstract and Applied Analysis

A Global Optimization Approach for Solving Generalized Nonlinear Multiplicative Programming Problem

Lin-Peng Yang, Pei-Ping Shen, and Yong-Gang Pei

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Abstract

This paper presents a global optimization algorithm for solving globally the generalized nonlinear multiplicative programming (MP) with a nonconvex constraint set. The algorithm uses a branch and bound scheme based on an equivalently reverse convex programming problem. As a result, in the computation procedure the main work is solving a series of linear programs that do not grow in size from iterations to iterations. Further several key strategies are proposed to enhance solution production, and some of them can be used to solve a general reverse convex programming problem. Numerical results show that the computational efficiency is improved obviously by using these strategies.

Article information

Source
Abstr. Appl. Anal., Volume 2014, Special Issue (2014), Article ID 641909, 14 pages.

Dates
First available in Project Euclid: 2 October 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1412278790

Digital Object Identifier
doi:10.1155/2014/641909

Mathematical Reviews number (MathSciNet)
MR3200798

Zentralblatt MATH identifier
07022808

Citation

Yang, Lin-Peng; Shen, Pei-Ping; Pei, Yong-Gang. A Global Optimization Approach for Solving Generalized Nonlinear Multiplicative Programming Problem. Abstr. Appl. Anal. 2014, Special Issue (2014), Article ID 641909, 14 pages. doi:10.1155/2014/641909. https://projecteuclid.org/euclid.aaa/1412278790


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