Decomposition branch-and-bound based algorithm for linear programs with additional multiplicative constraints

DOI10.1007/s10957-005-2655-4zbMath1093.90040OpenAlexW1978293020MaRDI QIDQ813372

Harold P. Benson

Publication date: 8 February 2006

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-005-2655-4

zbMATH Keywords

global optimizationdecompositionmultiplicative programmingbranch-and-bound schemes

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items

A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming, A method of acceleration for a class of multiplicative programming problems with exponent, An efficient algorithm for computing a class of multiplicative optimization problem, Linearization method for a class of multiplicative programming with exponent, Global algorithm for a class of multiplicative programs using piecewise linear approximation technique, A new linearization method for generalized linear multiplicative programming, An accelerating outer space algorithm for globally solving generalized linear multiplicative problems, A branch-and-reduce approach for solving generalized linear multiplicative programming, An efficient algorithm for globally solving generalized linear multiplicative programming, A duality-bounds algorithm for non-convex quadratic programs with additional multiplicative constraints, Global minimization for generalized polynomial fractional program, A new accelerating method for globally solving a class of nonconvex programming problems, A robust solution approach for nonconvex quadratic programs with additional multiplicative constraints, A branch and bound algorithm for globally solving a class of nonconvex programming problems, A novel convex relaxation-strategy-based algorithm for solving linear multiplicative problems, Branch-and-reduce algorithm for convex programs with additional multiplicative constraints

Cites Work

• A class of problems where dual bounds beat underestimation bounds
• Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
• Partitioning procedures for solving mixed-variables programming problems
• Method for minimizing a convex-concave function over a convex set
• A global optimization approach for solving the convex multiplicative programming problem
• Linear multiplicative programming
• Cutting plane/tabu search algorithms for low rank concave quadratic programming problems
• Primal-relaxed dual global optimization approach
• A pseudo-polynomial primal-dual algorithm for globally solving a production-transportation problem
• Multiplicative programming problems: Analysis and efficient point search heuristic
• Lagrange duality and partitioning techniques in nonconvex global optimization
• An outcome space branch and bound-outer approximation algorithm for convex multiplicative programming
• Outcome-space cutting-plane algorithm for linear multiplicative programming
• A deterministic approach to linear programs with several additional multiplicative constraints
• Decomposition approach for the global minimization of biconcave functions over polytopes
• Duality bound method for the general quadratic programming problem with quadratic constraints
• Dual bounds and optimality cuts for all-quadratic programs with convex constraints