An objective space cut and bound algorithm for convex multiplicative programmes

Shao, Lizhen and Ehrgott, Matthias (2014) An objective space cut and bound algorithm for convex multiplicative programmes. Journal of Global Optimization, 58 (4). pp. 711-728. ISSN 0925-5001

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Abstract

Multiplicative programming problems are global optimisation problems known to be NP-hard. In this paper we propose an objective space cut and bound algorithm for approximately solving convex multiplicative programming problems. This method is based on an objective space approximation algorithm for convex multi-objective programming problems. We show that this multi-objective optimisation algorithm can be changed into a cut and bound algorithm to solve convex multiplicative programming problems. We use an illustrative example to demonstrate the working of the algorithm. Computational experiments illustrate the superior performance of our algorithm compared to other methods from the literature.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Global Optimization
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700/1706
Subjects:
ID Code:
80956
Deposited By:
Deposited On:
15 Sep 2016 15:00
Refereed?:
Yes
Published?:
Published
Last Modified:
11 Feb 2020 09:01