Outcome-Space Outer Approximation Algorithm for Linear Multiplicative Programming

Bach Kim Nguyen Thi(ntbkim-famimail.hut.edu.vn)
Le Trang Nguyen Thi(summer65tyahoo.com)
Ha Yen Tang Thi(hayendhbkyahoo.ca)

Abstract: This paper presents an outcome-space outer approximation algorithm for globally solving the linear multiplicative programming problem. We prove that the proposed algorithm is finite. To illustrate the new algorithm, we apply it to solve some sample problems.

Keywords: Linear multiplicative programming, global optimization problem, efficient point, outcome set

Category 1: Global Optimization

Category 2: Other Topics (Multi-Criteria Optimization )

Citation: 10, Hanoi University of Technology, 07/2007

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Entry Submitted: 07/22/2007
Entry Accepted: 07/23/2007
Entry Last Modified: 07/22/2007

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