A Global Optimization Approach for Solving the D.C. Multiplicative Programming Problem
Authors
Xue-gang Zhou
Corresponding Author
Xue-gang Zhou
Available Online April 2013.
- DOI
- 10.2991/icsem.2013.171How to use a DOI?
- Keywords
- D.C. multiplicative programming, global optimization, cutting plane, conical partition
- Abstract
In this paper, we present a global optimization algorithm for solving the D.C. multiplicative programming (DCMP) over a convex compact subset. By introducing auxiliary variables, we give a transformation under which both the objective and the feasible region turn to be d.c.Then we solve equivalent D.C. programming problem by branch and bound method and outer approximation algorithm.
- Copyright
- © 2013, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Xue-gang Zhou PY - 2013/04 DA - 2013/04 TI - A Global Optimization Approach for Solving the D.C. Multiplicative Programming Problem BT - Proceedings of the 2nd International Conference On Systems Engineering and Modeling (ICSEM 2013) PB - Atlantis Press SP - 830 EP - 833 SN - 1951-6851 UR - https://doi.org/10.2991/icsem.2013.171 DO - 10.2991/icsem.2013.171 ID - Zhou2013/04 ER -