## Global Optimization Algorithm for a Class of Mathematical Problems

**Author(s): **

J. T. Wan, C. Y. Bai, & J. B. Yin

**Affiliation(s): **

School of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang, 453003, China, *Email: [email protected]

**Cite this paper**

**DOI:**10.7508/jmerd.2016.02.031

**ABSTRACT:** This article presents an effective branch and bound algorithm for globally solving a class of mathematical problems by using linear relaxation approach. By utilizing character of bilinear function, a sequence of linear relaxation programming (RLP) of the initial mathematical problem (P) are derived which are embedded in a branch and bound framework. The proposed algorithm will be convergent to the global optimal solution by means of the subsequent solutions of a sequence of linear programming problems. Numerical computational experiments are given to demonstrate the feasibility of our approach.

**Keywords :** Branch and bound algorithm; Global optimization; Linear relaxation programming

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