A branch-and-reduce approach for solving generalized linear multiplicative programming

DOI10.1155/2011/409491MaRDI QIDQ410377zbMATH OpenOpenAlexWikidataFDO

Authors Chunfeng Wang, Geng-Zhong Zheng, Sanyang Liu

Publication date 3 April 2012

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2011/409491

Mathematics Subject Classification ID

Linear programming (90C05) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Review text

Summary: We consider a branch-and-reduce approach for solving generalized linear multiplicative programming. First, a new lower approximate linearization method is proposed; then, by using this linearization method, the initial nonconvex problem is reduced to a sequence of linear programming problems. Some techniques at improving the overall performance of this algorithm are presented. The proposed algorithm is proved to be convergent, and some experiments are provided to show the feasibility and efficiency of this algorithm.

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Cites work

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Cited in

(2)

• A practicable branch-and-bound algorithm for globally solving linear multiplicative programming
• Solving linear multiplicative programs via branch-and-bound: a computational experience

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