Linearization method for a class of multiplicative programming with exponent

DOI10.1016/J.AMC.2006.05.074MaRDI QIDQ864775zbMATH OpenOpenAlexFDO

Authors Peiping Shen, Hong-Wei Jiao

Publication date 13 February 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.074

zbMATH Keywords

algorithmbranch and boundconvergenceglobal optimizationlinear relaxationmultiplicative programmingnumerical examples

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Review text

The authors study a class of multiplicative programming with exponent under multiplicative constraints (MPE). This particular class of optimization problems arises often in financial optimization, plant layout design problems and robust optimization. The authors begin with two introductory sections which contain the useful background definitions and an equivalent problem formulation (obtained using logarithms) for which one can then derive a linear relaxation. This is then used in a branch and bound scheme to solve the problem to optimality. The details of the algorithm are presented in section 3 and convergence properties are investigated and proven. The paper concludes with a short section containing the results of a numerical experimentation using the proposed algorithm.

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Cited in

(27)

• Global optimization for generalized linear multiplicative programming using convex relaxation
• A global optimization approach for solving generalized nonlinear multiplicative programming problem
• A multiplicative Gauss-Newton minimization algorithm: theory and application to exponential functions
• A novel convex relaxation-strategy-based algorithm for solving linear multiplicative problems
• Outer space branch-reduction-bound algorithm for solving generalized affine multiplicative problems
• An effective global optimization algorithm for quadratic programs with quadratic constraints
• Global optimization method for linear multiplicative programming
• A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
• A method of acceleration for a class of multiplicative programming problems with exponent
• Global optimization algorithm for a generalized linear multiplicative programming
• A branch and bound algorithm for globally solving a class of nonconvex programming problems
• A variant of trust-region methods for unconstrained optimization
• A duality bound method for solving concave multiplicative programming with exponents
• A new method for solving a class of multiplicative programming
• A branch-and-reduce approach for solving generalized linear multiplicative programming
• Solving generalized polynomial problem by using new affine relaxed technique
• An efficient algorithm for computing a class of multiplicative optimization problem
• A global optimization for a class of multiplicative programming problems
• Two-level linear relaxation method for generalized linear fractional programming
• A new linearization method for generalized linear multiplicative programming
• An efficient image space branch-reduction-bound algorithm to globally solve generalized fractional programming problems for large-scale real applications
• A method based on parametric convex programming for solving convex multiplicative programming problem
• A novel branch-and-bound algorithm for minimizing a class of generalized sum of linear ratio programming problems
• A new branch-and-bound algorithm for generalized affine multiplicative programming
• Globally minimizing a class of fractional multiplicative problems using the separability of relaxation problem
• A spatial global optimization algorithm for generalized fractional programming problems using second-order cone relaxation
• A new accelerating method for globally solving a class of nonconvex programming problems

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