Global optimization of a generalized linear multiplicative program
نویسندگان
چکیده
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.
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تاریخ انتشار 2009