A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming
A Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming
A simplicial branch and bound duality-bounds algorithm is presented to globally solving the linear multiplicative programming (LMP). We firstly convert the problem (LMP) into an equivalent programming one by introducing<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M1"><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:math>auxiliary variables. During the branch and bound search, the required lower bounds are computed by solving ordinary linear programming …