A Branch-and-Reduce Approach for Solving Generalized Linear Multiplicative Programming

Chun-Feng Wang, San-Yang Liu and Geng-Zhong Zheng

Mathematical Problems in Engineering, 2011, vol. 2011, 1-12

Abstract:

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.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:409491

DOI: 10.1155/2011/409491

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