Title of article :
A newlinearizationmethodforgeneralizedlinearmultiplicativeprogramming
Author/Authors :
Chun Feng Wang، نويسنده , , San-YangLiu، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2011
Abstract :
This paperpresentsadeterministicglobaloptimizationalgorithmforsolvinggeneralizedlinear
multiplicativeprogramming(GLMP).Inthisalgorithm,anewlinearizationmethodisproposed,which
appliesmoreinformationofthefunctionof(GLMP)thansomeothermethods.Byusingthisnew
linearizationtechnique,theinitialnonconvexproblemisreducedtoasequenceoflinearprogramming
problems.Adeletingruleispresentedtoimprovetheconvergencespeedofthisalgorithm.The
convergenceofthisalgorithmisestablished,andsomeexperimentsarereportedtoshowthefeasibility
and efficiencyofthisalgorithm.
Keywords :
Multiplicative programming , Linear relaxation , Global optimization , Branch and Bound
Journal title :
Computers and Operations Research
Journal title :
Computers and Operations Research
