Home > Research > Publications & Outputs > An objective space cut and bound algorithm for ...

Research

Associated organisational unit

Links

Text available via DOI:

Keywords

View graph of relations

An objective space cut and bound algorithm for convex multiplicative programmes

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

An objective space cut and bound algorithm for convex multiplicative programmes. / Shao, Lizhen; Ehrgott, Matthias.
In: Journal of Global Optimization, Vol. 58, No. 4, 04.2014, p. 711-728.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Shao, L & Ehrgott, M 2014, 'An objective space cut and bound algorithm for convex multiplicative programmes', Journal of Global Optimization, vol. 58, no. 4, pp. 711-728. https://doi.org/10.1007/s10898-013-0102-x

APA

Shao, L., & Ehrgott, M. (2014). An objective space cut and bound algorithm for convex multiplicative programmes. Journal of Global Optimization, 58(4), 711-728. https://doi.org/10.1007/s10898-013-0102-x

Vancouver

Shao L, Ehrgott M. An objective space cut and bound algorithm for convex multiplicative programmes. Journal of Global Optimization. 2014 Apr;58(4):711-728. Epub 2013 Sept 13. doi: 10.1007/s10898-013-0102-x

Author

Shao, Lizhen ; Ehrgott, Matthias. / An objective space cut and bound algorithm for convex multiplicative programmes. In: Journal of Global Optimization. 2014 ; Vol. 58, No. 4. pp. 711-728.

Bibtex

@article{5b2451098b274f85b22dea53364a771b,
title = "An objective space cut and bound algorithm for convex multiplicative programmes",
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.",
keywords = "Convex multiplicative programming, Convex multi-objective optimisation, Approximation algorithm, Nondominated point",
author = "Lizhen Shao and Matthias Ehrgott",
year = "2014",
month = apr,
doi = "10.1007/s10898-013-0102-x",
language = "English",
volume = "58",
pages = "711--728",
journal = "Journal of Global Optimization",
issn = "0925-5001",
publisher = "Springer Netherlands",
number = "4",

}

RIS

TY - JOUR

T1 - An objective space cut and bound algorithm for convex multiplicative programmes

AU - Shao, Lizhen

AU - Ehrgott, Matthias

PY - 2014/4

Y1 - 2014/4

N2 - 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.

AB - 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.

KW - Convex multiplicative programming

KW - Convex multi-objective optimisation

KW - Approximation algorithm

KW - Nondominated point

U2 - 10.1007/s10898-013-0102-x

DO - 10.1007/s10898-013-0102-x

M3 - Journal article

VL - 58

SP - 711

EP - 728

JO - Journal of Global Optimization

JF - Journal of Global Optimization

SN - 0925-5001

IS - 4

ER -