A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming

Joint Authors

Cao, Bing-Yuan
Zhou, Xue-Gang

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

Mathematics

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