A global optimization approach for solving generalized nonlinear multiplicative programming problem (Q1724645)

From MaRDI portal





scientific article; zbMATH DE number 7022808
Language Label Description Also known as
default for all languages
No label defined
    English
    A global optimization approach for solving generalized nonlinear multiplicative programming problem
    scientific article; zbMATH DE number 7022808

      Statements

      A global optimization approach for solving generalized nonlinear multiplicative programming problem (English)
      0 references
      0 references
      0 references
      0 references
      14 February 2019
      0 references
      Summary: This paper presents a global optimization algorithm for solving globally the generalized nonlinear multiplicative programming (MP) with a nonconvex constraint set. The algorithm uses a branch and bound scheme based on an equivalently reverse convex programming problem. As a result, in the computation procedure the main work is solving a series of linear programs that do not grow in size from iterations to iterations. Further several key strategies are proposed to enhance solution production, and some of them can be used to solve a general reverse convex programming problem. Numerical results show that the computational efficiency is improved obviously by using these strategies.
      0 references
      0 references

      Identifiers