A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-04-08
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Zhou, Xue-Gang& Cao, Bing-Yuan. 2013. A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-513565
Modern Language Association (MLA)
Zhou, Xue-Gang& Cao, Bing-Yuan. A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming. Journal of Applied Mathematics No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-513565
American Medical Association (AMA)
Zhou, Xue-Gang& Cao, Bing-Yuan. A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-513565
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-513565