FINITE ALGORITHM FOR GENERALIZED LINEAR MULTIPLICATIVE PROGRAMMING

被引：75

作者：

SCHAIBLE, S ^{[1
]}

SODINI, C ^{[1
]}

机构：

[1] UNIV PISA,FAC ECON,DIPARTIMENTO STAT & MATEMAT APPLICATA ECON,PISA,ITALY

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1995年 / 87卷 / 02期

关键词：

LINEAR MULTIPLICATIVE PROGRAMMING; PARAMETRIC SIMPLEX METHODS; PRIMAL ITERATIONS; DUAL ITERATIONS;

D O I：

10.1007/BF02192573

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];

摘要：

The nonconvex problem of minimizing the sum of a linear function and the product of two linear functions over a convex polyhedron is considered. A finite algorithm is proposed which either finds a global optimum or shows that the objective function is unbounded from below in the feasible region. This is done by means of a sequence of primal and/or dual simplex iterations.

引用

页码：441 / 455

页数：15