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An outcome-space finite algorithm for solving linear multiplicative programming

delete2006-08-01
delete58
PRE
AI
Y
Yuelin Gao *
C
Chengxian Xu
Y
Yongjian Yang
DOI:10.1016/j.amc.2005.11.111delete
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Abstract

Abstract

En 中文
This paper presents an outcome-space finite algorithm for solving linear multiplicative programming, in each iteration of which a convex quadratic programming is only solved. In the paper, we give a global optimization condition on a class of multiplicative programming problems and prove that the proposed algorithm is finite terminative and gain a global optimal solution of the former problem when it stops. It can be shown by the numerical results that the proposed algorithm is effective and the computational results can be gained in short time. (c) 2005 Elsevier Inc. All rights reserved.
Keywords:
linear multiplicative programming
convex quadratic programming
outcome-space
global optimization
outer approximation method

Journal

Applied Mathematics and Computation cover
Applied Mathematics and Computation
IF:
3.4
Papers:
2.3W
Citations:
3.3W

Organization

No organization information available