An outcome-space finite algorithm for solving linear multiplicative programming

摘要

This paper presents an outcome-space finite algorithm for solving linear multiplicative programming, in each iteration of which a convex quadratic programming is only solved. In the paper, we give a global optimization condition on a class of multiplicative programming problems and prove that the proposed algorithm is finite terminative and gain a global optimal solution of the former problem when it stops. It can be shown by the numerical results that the proposed algorithm is effective and the computational results can be gained in short time.