Global minimization of a generalized linear multiplicative programming
نویسندگان
چکیده
منابع مشابه
Global optimization of a generalized linear multiplicative program
In this paper a solution algorithm for a class of generalized linear multiplicative programs having a polyhedral feasible region is proposed. The algorithm is based on the so called optimal level solutions method. Some optimality conditions are used to improve the performance of the proposed algorithm. Results of a computational test are provided.
متن کاملAn efficient method for generalized linear multiplicative programming problem with multiplicative constraints
We present a practical branch and bound algorithm for globally solving generalized linear multiplicative programming problem with multiplicative constraints. To solve the problem, a relaxation programming problem which is equivalent to a linear programming is proposed by utilizing a new two-phase relaxation technique. In the algorithm, lower and upper bounds are simultaneously obtained by solvi...
متن کاملGlobal optimization of generalized linear fractional programming with nonlinear constraints
This paper presents a branch-and-bound algorithm for globally solving a wide class of generalized linear fractional programming problems (GLFP). This class includes such problems as: minimizing a sum, or error for product of a finite number of ratios of linear functions, linear multiplicative programming, polynomial programming, etc. – over nonconvex feasible region. First a problem (Q) is deri...
متن کاملA Branch-and-Reduce Approach for Solving Generalized Linear Multiplicative Programming
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 algo...
متن کاملOn multiplicative (strong) linear preservers of majorizations
In this paper, we study some kinds of majorizations on $textbf{M}_{n}$ and their linear or strong linear preservers. Also, we find the structure of linear or strong linear preservers which are multiplicative, i.e. linear or strong linear preservers like $Phi $ with the property $Phi (AB)=Phi (A)Phi (B)$ for every $A,Bin textbf{M}_{n}$.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematical Modelling
سال: 2012
ISSN: 0307-904X
DOI: 10.1016/j.apm.2011.09.002