An Outcome Space Branch-and-Bound Algorithm for a Class of Linear Multiplicative Programming Problems

DOI10.1007/978-3-319-08377-3_5zbMath1327.90231OpenAlexW30140562MaRDI QIDQ2942454

Nihong Zhang, Xiaohua Ma, Yuelin Gao

Publication date: 11 September 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-08377-3_5

zbMATH Keywords

global optimizationbranch-and-boundlinear multiplicative programmingoutcome space

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26)

Cites Work

• A new linearization method for generalized linear multiplicative programming
• An outer approximation method for minimizing the product of several convex functions on a convex set
• A new global optimization approach for convex multiplicative programming
• Global minimization of a generalized convex multiplicative function
• Globally determining a minimum-area rectangle enclosing the projection of a higher-dimensional set
• Solving long-term financial planning problems via global optimization
• Global optimization of multiplicative programs
• Heuristic methods for linear multiplicative programming
• Outcome-space cutting-plane algorithm for linear multiplicative programming
• Finite algorithm for generalized linear multiplicative programming
• A finite branch-and-bound algorithm for linear multiplicative programming

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