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Global Optimization for Generalized Linear Multiplicative Programming Using Convex Relaxation

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  • Yingfeng Zhao
  • Ting Zhao

Abstract

Applications of generalized linear multiplicative programming problems (LMP) can be frequently found in various areas of engineering practice and management science. In this paper, we present a simple global optimization algorithm for solving linear multiplicative programming problem (LMP). The algorithm is developed by a fusion of a new convex relaxation method and the branch and bound scheme with some accelerating techniques. Global convergence and optimality of the algorithm are also presented and extensive computational results are reported on a wide range of problems from recent literature and GLOBALLib. Numerical experiments show that the proposed algorithm with a new convex relaxation method is more efficient than usual branch and bound algorithm that used linear relaxation for solving the LMP.

Suggested Citation

  • Yingfeng Zhao & Ting Zhao, 2018. "Global Optimization for Generalized Linear Multiplicative Programming Using Convex Relaxation," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-8, May.
    • Handle: RePEc:hin:jnlmpe:9146309
    DOI: 10.1155/2018/9146309
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