Optimization Method for Globally Solving a Kind of Multiplicative Problems with Coefficients
| Autor: | Yun Rui Guo, Jing Ben Yin, Hong Wei Jiao |
|---|---|
| Rok vydání: | 2011 |
| Předmět: |
Mathematical optimization
Optimization problem Branch and bound Linear programming Computer science Mechanical Engineering Branch and price Multiplicative function Relaxation (iterative method) symbols.namesake Mechanics of Materials Linearization Lagrangian relaxation symbols General Materials Science |
| Zdroj: | Key Engineering Materials. :526-530 |
| ISSN: | 1662-9795 |
| DOI: | 10.4028/www.scientific.net/kem.467-469.526 |
| Popis: | Multiplicative problems are a kind of difficult global optimization problems known to be NP-hard. At the same time, these problems have some important applications in engineering, system, finance, economics, and other fields. In this paper, an optimization method is proposed to globally solve a class of multiplicative problems with coefficients. Firstly, by utilizing equivalent transformation and linearization method, a linear relaxation programming problem is established. Secondly, by using branch and bound technique, a determined algorithm is proposed for solving equivalent problem. Finally, the proposed algorithm is convergent to the global optimal solution of original problem by means of the subsequent solutions of a series of linear programming problems. |
| Databáze: | OpenAIRE |
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