## Outcome-space outer approximation algorithm for linear multiplicative programming.(English)Zbl 1162.90552

Summary: 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.

### MSC:

 90C29 Multi-objective and goal programming 90C26 Nonconvex programming, global optimization

### Keywords:

globally solving; finite