An Approach to Fractional Programming via DC Optimization

被引：3

作者：

Gruzdeva, Tatiana ^{[1
]}

Strekalovskiy, Alexander ^{[1
]}

机构：

[1] SB RAS, Matrosov Inst Syst Dynam & Control Theory, Lermontov Str 134, Irkutsk, Russia

来源：

NUMERICAL COMPUTATIONS: THEORY AND ALGORITHMS (NUMTA-2016) | 2016年 / 1776卷

基金：

俄罗斯科学基金会;

关键词：

D O I：

10.1063/1.4965374

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we address the development of efficient global search methods for a sum of ratios (i.e. a fractional programming) problem. This is, in general, a nonconvex problem (with numerous local extremum) which belongs to a class of global optimization problems. We proved the reduction theorem for the fractional programming problem with the d.c. functions and one equation with the vector parameter that satisfy the nonnegativity assumption. This theorem allows a justified use of the Dinkelbach's approach to solving fractional programming problems with the goal function given by d.c. functions.

引用

页数：4

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