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DOI: 10.23952/cot.2022.14
Received August 25, 2021; Accepted August 24, 2022; Published September 19, 2022
Abstract. We consider an extended version of the consumer problem. The problem is formulated as a nonconvex optimization problem with two bilinear constraints. We propose two brand-and-bound algorithms for finding a global solution of the problem. The first algorithm uses the convex envelope for the bilinear functions for bounding, and a rectangular bisection for branching, whereas the second one employs a decoupling relaxation companied with an adaptive simplicial bisection. Some numerical experiments and results on randomly generated data are reported.
How to Cite this Article:
L.D. Muu, N.V. Quy, Branch-and-bound algorithms for solving a modified consumer problem, Commun. Optim. Theory 2022 (2022) 14.