Article ID: | iaor19981965 |
Country: | India |
Volume: | 34 |
Issue: | 3 |
Start Page Number: | 139 |
End Page Number: | 154 |
Publication Date: | Sep 1997 |
Journal: | OPSEARCH |
Authors: | Nair K.P.K., Punnen Abraham P. |
Global minimization of quasi-concave functions over a polyhedral set is often considered as a difficult optimization problem. In this paper we consider a special case of this, called the linear multiplicative programming problem. Two algorithms are suggested, one based on linear parametric cost analysis of linear programs and the other using cutting planes along with the parametric analysis. Extensive computational results are also presented and a comparative study is made with the available algorithms.