Inner approximation algorithm for generalized linear multiplicative programming problems

• Main Authors: Yingfeng Zhao, Juanjuan Yang
• Format: Article
• Language: English
• Published: SpringerOpen 2018-12-01
• Series: Journal of Inequalities and Applications
• Subjects: Generalized multiplicative programming; Inner approximation algorithm; Geometric programming
• Online Access: http://link.springer.com/article/10.1186/s13660-018-1947-9

Abstract An efficient inner approximation algorithm is presented for solving the generalized linear multiplicative programming problem with generalized linear multiplicative constraints. The problem is firstly converted into an equivalent generalized geometric programming problem, then some magnifying-shrinking skills and approximation strategies are used to convert the equivalent generalized geometric programming problem into a series of posynomial geometric programming problems that can be solved globally. Finally, we prove the convergence property and some practical application examples in optimal design domain, and arithmetic examples taken from recent literatures and GLOBALLib are carried out to validate the performance of the proposed algorithm.