A branch-and-bound algorithm for maximizing the sum of several linear ratios

被引：7
|
作者：
Takahito Kuno
机构：
[1] University of Tsukuba,Institute of Information Sciences and Electronics
[2] Tsukuba,undefined
来源：
Journal of Global Optimization | 2002年 / 22卷
关键词：
Computational Result; Real Function; Convergence Property; Polyhedral Function; Linear Ratio;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we develop a branch-and-bound algorithm for maximizing a sum of p (≥slant2) linear ratios on a polytope. The problem is embedded into a 2p-dimensional space, in which a concave polyhedral function overestimating the optimal value is constructed for the bounding operation. The branching operation is carried out in a p-dimensional space, in a way similar to the usual rectangular branch-and-bound method. We discuss the convergence properties and report some computational results.
引用
收藏
页码：155 / 174
页数：19
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