Global optimization of multiplicative programs

Hong Seo Ryoo, Nikolaus V. Sahinidis

Research output: Contribution to journalArticle

65 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

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