Optimization Method for Globally Solving a Kind of Multiplicative Problems with Coefficients

Abstract:

Multiplicative problems are a kind of difficult global optimization problems known to be NP-hard. At the same time, these problems have some important applications in engineering, system, finance, economics, and other fields. In this paper, an optimization method is proposed to globally solve a class of multiplicative problems with coefficients. Firstly, by utilizing equivalent transformation and linearization method, a linear relaxation programming problem is established. Secondly, by using branch and bound technique, a determined algorithm is proposed for solving equivalent problem. Finally, the proposed algorithm is convergent to the global optimal solution of original problem by means of the subsequent solutions of a series of linear programming problems.

• Periodical: Key Engineering Materials (Volumes 467-469)
• Pages: 526-530
• DOI: https://doi.org/10.4028/www.scientific.net/KEM.467-469.526
• Online since: February 2011
• Authors: Hong Wei Jiao, Jing Ben Yin, Yun Rui Guo
• Keywords: Bound Technique, Branch Technique, Multiplicative Problem, Optimization Method, Relaxation Method

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