A branch-and-reduce approach for solving generalized linear multiplicative programming (Q410377)
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scientific article; zbMATH DE number 6021085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A branch-and-reduce approach for solving generalized linear multiplicative programming |
scientific article; zbMATH DE number 6021085 |
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A branch-and-reduce approach for solving generalized linear multiplicative programming (English)
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3 April 2012
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Summary: 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 algorithm is proved to be convergent, and some experiments are provided to show the feasibility and efficiency of this algorithm.
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