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2013 A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming
Xue-Gang Zhou, Bing-Yuan Cao
J. Appl. Math. 2013: 1-10 (2013). DOI: 10.1155/2013/984168

Abstract

A simplicial branch and bound duality-bounds algorithm is presented to globally solving the linear multiplicative programming (LMP). We firstly convert the problem (LMP) into an equivalent programming one by introducing p auxiliary variables. During the branch and bound search, the required lower bounds are computed by solving ordinary linear programming problems derived by using a Lagrangian duality theory. The proposed algorithm proves that it is convergent to a global minimum through the solutions to a series of linear programming problems. Some examples are given to illustrate the feasibility of the present algorithm.

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Xue-Gang Zhou. Bing-Yuan Cao. "A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming." J. Appl. Math. 2013 1 - 10, 2013. https://doi.org/10.1155/2013/984168

Information

Published: 2013
First available in Project Euclid: 14 March 2014

zbMATH: 1266.90126
MathSciNet: MR3039751
Digital Object Identifier: 10.1155/2013/984168

Rights: Copyright © 2013 Hindawi

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