A Branch-and-Reduce Approach for Solving Generalized Linear Multiplicative Programming
Author(s) -
Chunfeng Wang,
Sanyang Liu,
Gengzhong Zheng
Publication year - 2011
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2011/409491
Subject(s) - linearization , multiplicative function , linear programming , mathematical optimization , mathematics , sequence (biology) , algorithm , nonlinear system , mathematical analysis , physics , quantum mechanics , biology , genetics
We consider a branch-and-reduce approach for solving generalized linear multiplicative programming. First, a new lower approximate linearization method is proposed; then, by using this linearization method, the initial nonconvex problem is reduced to a sequence of linear programming problems. Some techniques at improving the overall performance of this algorithm are presented. The proposed algorithm is proved to be convergent, and some experiments are provided to show the feasibility and efficiency of this algorithm
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