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