Global Optimization for Generalized Linear Multiplicative Programming Using Convex Relaxation
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-05-10
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Zhao, Yingfeng& Zhao, Ting. 2018. Global Optimization for Generalized Linear Multiplicative Programming Using Convex Relaxation. Mathematical Problems in Engineering،Vol. 2018, no. 2018, pp.1-8.
https://search.emarefa.net/detail/BIM-1209563
Modern Language Association (MLA)
Zhao, Yingfeng& Zhao, Ting. Global Optimization for Generalized Linear Multiplicative Programming Using Convex Relaxation. Mathematical Problems in Engineering No. 2018 (2018), pp.1-8.
https://search.emarefa.net/detail/BIM-1209563
American Medical Association (AMA)
Zhao, Yingfeng& Zhao, Ting. Global Optimization for Generalized Linear Multiplicative Programming Using Convex Relaxation. Mathematical Problems in Engineering. 2018. Vol. 2018, no. 2018, pp.1-8.
https://search.emarefa.net/detail/BIM-1209563
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1209563