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A new linearization method for generalized linear multiplicative programming

delete2011-07-01
delete27
PRE
AI
C
Chunfeng Wang *
S
Sanyang Liu
DOI:10.1016/j.cor.2010.10.016delete
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Abstract

Abstract

En 中文
This paper presents a deterministic global optimization algorithm for solving generalized linear multiplicative programming (GLMP). In this algorithm, a new linearization method is proposed, which applies more information of the function of (GLMP) than some other methods. By using this new linearization technique, the initial nonconvex problem is reduced to a sequence of linear programming problems. A deleting rule is presented to improve the convergence speed of this algorithm. The convergence of this algorithm is established, and some experiments are reported to show the feasibility and efficiency of this algorithm. (C) 2010 Elsevier Ltd. All rights reserved.
Keywords:
Global optimization
Multiplicative programming
Linear relaxation
Branch and bound
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Journal

C
Computers and Operations Research
IF:
4.3
Papers:
6.5K
Citations:
1.8W

Organization

X
Xidian University
Scholars:
2.4W
Papers: 1.9W
Citations: 9.7K