Output-Space Branch-and-Bound Reduction Algorithm for a Class of Linear Multiplicative Programs
نویسندگان
چکیده
منابع مشابه
A Conical Branch-and-Bound Algorithm for a Class of Reverse Convex Programs
The purpose of this paper is to construct a conical branch-and-bound algorithm for solving linear programming problems with an additional reverse convex constraint. We propose an inexpensive bound-tightening procedure, which is based on the surrogate relaxation. We show that this procedure considerably tightens lower bounds yielded by the usual linear programming relaxation. We also report nume...
متن کاملA Simplicial Branch and Bound Duality-Bounds Algorithm to Linear Multiplicative Programming
A simplicial branch and bound duality-bounds algorithm is presented to globally solving the linear multiplicative programming (LMP).We firstly convert the problem (LMP) into an equivalent programming one by introducing p auxiliary variables. During the branch and bound search, the required lower bounds are computed by solving ordinary linear programming problems derived by using a Lagrangian du...
متن کاملA Branch-and-bound Algorithm for Biobjective Mixed-integer Programs
We propose a branch-and-bound (BB) algorithm for biobjective mixed-integer linear programs (BOMILPs). Our approach makes no assumption on the type of problem and we prove that it returns all Pareto points of a BOMILP. We discuss two techniques upon which the BB is based: fathoming rules to eliminate those subproblems that are guaranteed not to contain Pareto points and a procedure to explore a ...
متن کاملA modified branch and bound algorithm for a vague flow-shop scheduling problem
Uncertainty plays a significant role in modeling and optimization of real world systems. Among uncertain approaches, fuzziness describes impreciseness while for ambiguity another definition is required. Vagueness is a probabilistic model of uncertainty being helpful to include ambiguity into modeling different processes especially in industrial systems. In this paper, a vague set based on dista...
متن کاملA Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
This paper develops a linear programming based branch-and-bound algorithm for mixed integer conic quadratic programs. The algorithm is based on a higher dimensional or lifted polyhedral relaxation of conic quadratic constraints introduced by Ben-Tal and Nemirovski. The algorithm is different from other linear programming based branch-and-bound algorithms for mixed integer nonlinear programs in ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics
سال: 2020
ISSN: 2227-7390
DOI: 10.3390/math8030315