Effective algorithm for solving the generalized linear multiplicative problem with generalized polynomial constraints

被引:33
作者
Jiao, Hong-Wei [1 ]
Liu, San-Yang [1 ]
Zhao, Ying-Feng [1 ]
机构
[1] Xidian Univ, Sch Math & Stat, Xian 710071, Peoples R China
基金
中国国家自然科学基金;
关键词
Branch and bound; Generalized linear multiplicative problem; Global optimization; Linear lower bound relaxation problem; GLOBAL OPTIMIZATION ALGORITHM; PROGRAMMING-PROBLEMS; BOUND ALGORITHM; RELAXATION;
D O I
10.1016/j.apm.2015.03.025
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In this study, we propose a novel global optimization algorithm for effectively solving the generalized linear multiplicative problem with generalized polynomial constraints. Based on the branch and bound scheme, the algorithm is implemented by solving its equivalent generalized geometric programming problem. In the algorithm, lower bounds are obtained by solving a sequence of linear lower bound relaxation problems, which can be derived using a new linearization technique. Finally, we prove the global convergence of the algorithm and some numerical results are presented that demonstrate the computational advantages of the proposed algorithm. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:7568 / 7582
页数:15
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