Linearization method for a class of multiplicative programming with exponent
type: Item
instance of: scholarly article
title: Linearization method for a class of multiplicative programming with exponent
zbMATH Open document ID: 1110.65051
author: Peiping Shen
author: Hong-Wei Jiao
published in: Applied Mathematics and Computation
publication date: 2007-02-13T00:00:00Z
review text: The authors study a class of multiplicative programming with exponent under multiplicative constraints (MPE). This particular class of optimization problems arises often in financial optimization, plant layout design problems and robust optimization. The authors begin with two introductory sections which contain the useful background definitions and an equivalent problem formulation (obtained using logarithms) for which one can then derive a linear relaxation. This is then used in a branch and bound scheme to solve the problem to optimality. The details of the algorithm are presented in section 3 and convergence properties are investigated and proven. The paper concludes with a short section containing the results of a numerical experimentation using the proposed algorithm.
reviewed by: Efstratios Rappos
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C57
Mathematics Subject Classification ID: 90C26
zbMATH DE Number: 5125224
zbMATH Keywords: multiplicative programming
zbMATH Keywords: branch and bound
zbMATH Keywords: linear relaxation
zbMATH Keywords: global optimization
zbMATH Keywords: numerical examples
zbMATH Keywords: algorithm
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.amc.2006.05.074
OpenAlex ID: W2044670240
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DOI: 10.1016/J.AMC.2006.05.074
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description: scientific article; zbMATH DE number 5125224