ANALYSIS OF AN OUTCOME SPACE FORMULATION OF THE MULTIPLICATIVE PROGRAMMING PROBLEM

H. P. Benson and G. M. Boger
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H. P. Benson: Department of Decision and Information Sciences, University of Florida, P.O. Box 117169, 351 Stuzin Hall, Gainesville, FL 32611-7169, USA
G. M. Boger: Department of Decision and Information Sciences, University of Florida, P.O. Box 117169, 351 Stuzin Hall, Gainesville, FL 32611-7169, USA

Chapter 6 in New Frontiers of Decision Making for the Information Technology Era, 2000, pp 100-122 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractIn recent years, researchers and practitioners have become increasingly interested in the multiplicative programming problem. This problem is particularly challenging to solve, since it is a global optimization problem and it is NP-hard. Many of the proposed solution approaches to date for this problem rely on solving an outcome space reformulation of the problem in order to enhance computational efficiency. In this article, we undertake mathematical derivations and analyses of several properties of a common outcome space reformulation of the multiplicative programming problem. The presentation is organized according to whether or not the outcome space reformulation satisfies conditions for the general case, the convex case, or the polyhedral case. Some computational applications of the properties shown in the article are pointed out. Included among these applications is a finite algorithm for finding a strict local optimal solution for the polyhedral case of the outcome space problem.

Keywords: Multiple Criteria; Decision Making; Decision Support Systems; Tradeoff Analysis; System Engineering; Linear Programming (search for similar items in EconPapers)
Date: 2000
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