Outcome-Space Outer Approximation Algorithm for Linear Multiplicative Programming

This paper presents an outcome-space outer approximation algorithm for globally solving the linear multiplicative programming problem. We prove that the proposed algorithm is finite. To illustrate the new algorithm, we apply it to solve some sample problems. Citation 10, Hanoi University of Technology, 07/2007 Article Download View Outcome-Space Outer Approximation Algorithm for Linear Multiplicative Programming

The Efficient Outcome Set of a Bi-criteria Linear Programming and Application

We study the efficient outcome set $Y_E$ of a bi-criteria linear programming problem $(BP)$ and present a quite simple algorithm for generating all extreme points of $Y_E$. Application to optimization a scalar function $h(x)$ over the efficient set of $(BP)$ in case of $h$ which is a convex and dependent on the criteria is considered. … Read more