A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming

[摘要] A simplicial branch and bound duality-bounds algorithm is presentedto globally solving the linear multiplicative programming (LMP). We firstly convert the problem(LMP) into an equivalent programming one by introducingpauxiliary variables. During thebranch and bound search, the required lower bounds are computed by solving ordinary linearprogramming problems derived by using a Lagrangian duality theory. The proposed algorithmproves that it is convergent to a global minimum through the solutions to a series of linearprogramming problems. Some examples are given to illustrate the feasibility of the presentalgorithm.

[学科分类] 应用数学