| Autor: |
Shen, Peiping, Deng, Yaping, Wu, Dianxiao |
| Předmět: |
|
| Zdroj: |
Numerical Algorithms; Aug2024, Vol. 96 Issue 4, p1901-1923, 23p |
| Abstrakt: |
In this paper, we develop a branch and bound algorithm for globally solving linear multiplicative programs (LMP). The problem LMP is firstly converted to an equivalent problem (EP2), and then a novel linear relaxation technique is constructed for (EP2) to get the lower bound of the optimum of LMP. Subsequently, the presented region pruning technique aims to eliminate as many areas as possible where the optimal solution does not exist. The convergence analysis of the algorithm is provided, and the number of worst-case iterations required is estimated to obtain an ε -optimal solution. Finally, the numerical experiments show the effectiveness of our presented algorithm. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
|
Full text from SpringerLink