A Self-Adjustable Branch-and-Bound Algorithm for Solving Linear Multiplicative Programming

Abstract

This article presents a self-adjustable branch-and-bound algorithm for globally solving a class of linear multiplicative programming problems (LMP). In this algorithm, a self-adjustable branching rule is introduced and it can continuously update the upper bound for the optimal value of LMP by selecting suitable branching point under certain conditions, which differs from the standard bisection rule. The proposed algorithm further integrates the linear relaxation program and the self-adjustable branching rule. The dependability and robustness of the proposed algorithm are demonstrated by establishing the global convergence. Furthermore, the computational complexity of the proposed algorithm is estimated. Finally, numerical results validate the effectiveness of the self-adjustable branching rule and demonstrate the feasibility of the proposed algorithm.