Global minimization of a generalized linear multiplicative programming. (English) Zbl 1246.90162
Summary: We present a simplicial branch and bound algorithm for globally solving generalized linear multiplicative programming problem (GLMP). Since this problem does not seem to have been studied previously, the algorithm is apparently the first algorithm to be proposed for solving such problem. In this algorithm, a well known simplicial subdivision is used in the branching procedure and the bound estimation is performed by solving certain linear programs. Convergence of this algorithm is established, and some experiments are reported to show the feasibility of the proposed algorithm.
MSC:
| 90C57 | Polyhedral combinatorics, branch-and-bound, branch-and-cut |
| 90C26 | Nonconvex programming, global optimization |
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