A Simplicial Branch and Bound Duality‐Bounds Algorithm to Linear Multiplicative Programming

Xue-Gang Zhou and Bing-Yuan Cao

Journal of Applied Mathematics, 2013, vol. 2013, issue 1

Abstract: 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.

Date: 2013
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https://doi.org/10.1155/2013/984168

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2013:y:2013:i:1:n:984168

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