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An objective space cut and bound algorithm for convex multiplicative programmes

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>04/2014
<mark>Journal</mark>Journal of Global Optimization
Issue number4
Volume58
Number of pages18
Pages (from-to)711-728
Publication StatusPublished
Early online date13/09/13
<mark>Original language</mark>English

Abstract

Multiplicative programming problems are global optimisation problems known to be NP-hard. In this paper we propose an objective space cut and bound algorithm for approximately solving convex multiplicative programming problems. This method is based on an objective space approximation algorithm for convex multi-objective programming problems. We show that this multi-objective optimisation algorithm can be changed into a cut and bound algorithm to solve convex multiplicative programming problems. We use an illustrative example to demonstrate the working of the algorithm. Computational experiments illustrate the superior performance of our algorithm compared to other methods from the literature.