Title of article
A newlinearizationmethodforgeneralizedlinearmultiplicativeprogramming
Author/Authors
Chun Feng Wang، نويسنده , , San-YangLiu، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2011
Pages
6
From page
1008
To page
1013
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
Serial Year
2011
Journal title
Computers and Operations Research
Record number
927919
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