An efficient algorithm for globally solving generalized linear multiplicative programming

DOI10.1016/J.CAM.2015.11.009zbMath1342.90148OpenAlexW2185733783MaRDI QIDQ899000

Yingfeng Zhao, San-Yang Liu

Publication date: 21 December 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.11.009

zbMATH Keywords

global optimizationlevel set algorithmgeneralized linear multiplicative programmingnonisolated feasible solution

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (8)

Global optimization algorithm for solving linear multiplicative programming problems ⋮ Global algorithm for solving linear multiplicative programming problems ⋮ Global algorithm for a class of multiplicative programs using piecewise linear approximation technique ⋮ An efficient spatial branch-and-bound algorithm using an adaptive branching rule for linear multiplicative programming ⋮ Range division and linearization algorithm for a class of linear ratios optimization problems ⋮ Outer space branch and bound algorithm for solving linear multiplicative programming problems ⋮ A novel convex relaxation-strategy-based algorithm for solving linear multiplicative problems ⋮ Outer space branch-reduction-bound algorithm for solving generalized affine multiplicative problems

Cites Work

• A practicable branch and bound algorithm for sum of linear ratios problem
• Global optimization algorithm for sum of generalized polynomial ratios problem
• Global minimization of a generalized linear multiplicative programming
• Decomposition branch-and-bound based algorithm for linear programs with additional multiplicative constraints
• An outcome-space finite algorithm for solving linear multiplicative programming
• A new accelerating method for globally solving a class of nonconvex programming problems
• A new global optimization approach for convex multiplicative programming
• A nonisolated optimal solution of general linear multiplicative programming problems
• Parametric simplex algorithms for solving a special class of nonconvex minimization problems
• Generalized concavity
• A global optimization approach for solving the convex multiplicative programming problem
• A mean-absolute deviation-skewness portfolio optimization model
• Global minimization of a generalized convex multiplicative function
• Image space analysis of generalized fractional programs
• Globally determining a minimum-area rectangle enclosing the projection of a higher-dimensional set
• Solving long-term financial planning problems via global optimization
• Global optimization of multiplicative programs
• Heuristic methods for linear multiplicative programming
• A branch and bound algorithm for globally solving a class of nonconvex programming problems
• Level set algorithm for solving convex multiplicative programming problems
• BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH
• Solving Bicriterion Mathematical Programs
• A finite branch-and-bound algorithm for linear multiplicative programming

This page was built for publication: An efficient algorithm for globally solving generalized linear multiplicative programming