A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming
A simplicial branch and bound duality-bounds algorithm is presented to globally solving the linear multiplicative programming (LMP). We firstly convert the problem (LMP) into an equivalent programming one by introducing p auxiliary variables. During the branch and bound search, the required lower bo...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/984168 |
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| Summary: | A simplicial branch and bound duality-bounds algorithm is presented
to globally solving the linear multiplicative programming (LMP). We firstly convert the problem
(LMP) into an equivalent programming one by introducing p auxiliary variables. During the
branch and bound search, the required lower bounds are computed by solving ordinary linear
programming problems derived by using a Lagrangian duality theory. The proposed algorithm
proves that it is convergent to a global minimum through the solutions to a series of linear
programming problems. Some examples are given to illustrate the feasibility of the present
algorithm. |
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| ISSN: | 1110-757X 1687-0042 |