An efficient algorithm for globally solving generalized linear multiplicative programming

DOI10.1016/J.CAM.2015.11.009MaRDI QIDQ899000zbMATH OpenOpenAlexFDO

Authors Yingfeng Zhao, Sanyang 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)

Recommendations

• Effective algorithm for solving the generalized linear multiplicative problem with generalized polynomial constraints
• Global optimization algorithm for a generalized linear multiplicative programming
• A new linearization method for generalized linear multiplicative programming
• Global optimization algorithm for solving linear multiplicative programming problems
• Global algorithm for solving linear multiplicative programming problems

Cites work

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

Cited in

(24)

• Inner approximation algorithm for generalized linear multiplicative programming problems
• Outer space branch-reduction-bound algorithm for solving generalized affine multiplicative problems
• Global optimization algorithm for a generalized linear multiplicative programming
• An efficient global optimization algorithm for a class of linear multiplicative problems based on convex relaxation
• An accelerating outer space algorithm for globally solving generalized linear multiplicative problems
• A criterion-space branch-reduction-bound algorithm for solving generalized multiplicative problems
• An efficient spatial branch-and-bound algorithm using an adaptive branching rule for linear multiplicative programming
• An efficient polynomial time algorithm for a class of generalized linear multiplicative programs with positive exponents
• A self-adjustable branch-and-bound algorithm for solving linear multiplicative programming
• A practicable branch-and-bound algorithm for globally solving linear multiplicative programming
• Global optimization algorithm for solving linear multiplicative programming problems
• Output-space outer approximation branch-and-bound algorithm for a class of linear multiplicative programs
• Effective algorithm for solving the generalized linear multiplicative problem with generalized polynomial constraints
• Outer space branch and bound algorithm for solving linear multiplicative programming problems
• Level set algorithm for solving convex multiplicative programming problems
• Global algorithm for solving linear multiplicative programming problems
• An efficient algorithm for computing a class of multiplicative optimization problem
• Global optimization for generalized linear multiplicative programming using convex relaxation
• Global algorithm for a class of multiplicative programs using piecewise linear approximation technique
• A novel convex relaxation-strategy-based algorithm for solving linear multiplicative problems
• Range division and linearization algorithm for a class of linear ratios optimization problems
• An out space accelerating algorithm for generalized affine multiplicative programs problem
• A new linearization method for generalized linear multiplicative programming
• scientific article; zbMATH DE number 5182668 (Why is no real title available?)

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899000)