Solving linear multiplicative programs via branch-and-bound: a computational experience
Riccardo Cambini, Rossana Riccardi, Domenico Scopelliti
Abstract
Abstract In this paper, linear multiplicative programs are approached with a branch-and-bound scheme and a detailed computational study is provided. Several underestimation functions are analyzed and various partitioning criteria are presented. A particular class of linear multiplicative programs, useful to solve some applicative bilevel problems, is considered from a theoretical point of view to emphasize an efficient solution method. Detailed results of the computational study are provided to point out the performances provided by using various underestimation functions and partitioning criteria, thus improving some of the results of the current literature.
Topics & Concepts
Multiplicative functionBranch and boundComputer scienceMathematical optimizationPoint (geometry)Class (philosophy)Scheme (mathematics)Bilevel optimizationLinear programmingBranch and cutAlgorithmMathematicsOptimization problemArtificial intelligenceGeometryMathematical analysisAdvanced Optimization Algorithms ResearchOptimization and Variational AnalysisOptimization and Mathematical Programming