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An outcome-space finite algorithm for solving linear multiplicative programming
DOI:10.1016/j.amc.2005.11.111.png)
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
IF:
3.4
Papers:
2.3W
Citations:
3.3W
Organization
No organization information available

