An efficient algorithm for computing a class of multiplicative optimization problem

Abstract

This article provides a new algorithm for effectively solving a class of multiplicative optimization problem (MOP), which has broad applications in engineering system designs and systems analysis. By utilizing equivalent transformation technique and new linearization method, the initial multiplicative optimization problem (MOP) can be reduced to a relaxed linear programs problem. By subsequently partitioning the rectangle feasible region, the presented approach can be convergent to the global optimum point of the initial problem (MOP). At last, the numerical experimental results are reported to indicate the practicability and effectiveness of the presented approach in this article.

Keywords:

• Multiplicative optimization problem
• Global optimization
• Efficient computational algorithm