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Outcome-Space Branch and Bound Algorithm for Solving Linear Multiplicative Programming

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Computational Intelligence and Security (CIS 2005)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 3801))

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Abstract

This paper presents an outcome-space branch and bound algorithm for globally solving the linear multiplicative programming problems, in which we use a new two-level partition technique on rectangles and solve a simple relaxed quasiconcave programming problem at each branch node over outcome-space.We prove that the proposed algorithm is convergent. It can be shown by the numerical results that the proposed algorithm is effective.

The work is supported by the Foundation of National Natural Science in China (No. 10231060), and by the Science Research Project of National Committee in China in 2005, and by the Science Research Project of Ningxia’s Colleges and Universities in 2005.

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Author information

Authors and Affiliations

  1. School of Finance and Economics, Xi’an Jiaotong University, Xi’an, 710049, China

    Yuelin Gao & Chengxian Xu

  2. Department of Information and Computation Science, Northwest Second National College, Yinchuan, 750021, China

    Yuelin Gao

  3. Department of Mathematics, Beihua University, Jilin, 132013, China

    Yueting Yang

Authors
  1. Yuelin Gao
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  2. Chengxian Xu
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  3. Yueting Yang
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Editor information

Editors and Affiliations

  1. Microelectronic Instiute, Xidian University, 710071, Xi’an, China

    Yue Hao

  2. Department of Computer Science, Hong Kong Baptist University, Kowloon Tong, Hong Kong

    Jiming Liu

  3. School of Computer Science and Technology, Xidian University, Xi’an, China

    Yuping Wang

  4. Department of Computer Science, Hong Kong Baptist University, Hong Kong,  

    Yiu-ming Cheung

  5. School of Electrical and Electronic Engineering, University of Manchester, UK

    Hujun Yin

  6. Life Science Research Center, School of Electronic Engineering, Xidian University, 710071, Xi’an, Shaanxi, China

    Licheng Jiao

  7. Key Laboratory of Computer Networks and Information Security (Ministry of Education), Xidian University, 710071, Xi’an, China

    Jianfeng Ma

  8. National Laboratory of Antennas and Microwave Technology, Xidian University, 710071, Xi’an, Shanxi, P.R. China

    Yong-Chang Jiao

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© 2005 Springer-Verlag Berlin Heidelberg

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Gao, Y., Xu, C., Yang, Y. (2005). Outcome-Space Branch and Bound Algorithm for Solving Linear Multiplicative Programming. In: Hao, Y., et al. Computational Intelligence and Security. CIS 2005. Lecture Notes in Computer Science(), vol 3801. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11596448_100

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  • DOI: https://doi.org/10.1007/11596448_100

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-30818-8

  • Online ISBN: 978-3-540-31599-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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