Global optimization of multiplicative programs

Hong Seo Ryoo, Nikolaus V. Sahinidis

Research output: Contribution to journalArticlepeer-review

72 Citations (Scopus)

Abstract

This paper develops global optimization algorithms for linear multiplicative and generalized linear multiplicative programs based upon the lower bounding procedure of Ryoo and Sahinidis [30] and new greedy branching schemes that are applicable in the context of any rectangular branch-and-bound algorithm. Extensive computational results are presented on a wide range of problems from the literature, including quadratic and bilinear programs, and randomly generated large-scale multiplicative programs. It is shown that our algorithms make possible for the first time the solution of large and complex multiplicative programs to global optimality.

Original languageEnglish
Pages (from-to)387-418
Number of pages32
JournalJournal of Global Optimization
Volume26
Issue number4
DOIs
Publication statusPublished - 2003 Aug
Externally publishedYes

Keywords

  • Branch-and-reduce
  • Greedy branching
  • Multiplicative programs

ASJC Scopus subject areas

  • Computer Science Applications
  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'Global optimization of multiplicative programs'. Together they form a unique fingerprint.

Cite this