Global Optimization Algorithm for the Nonlinear Sum of Ratios Problem

被引：0

作者：

H. P. Benson

机构：

[1] University of Florida,Warrington College of Business Administration

来源：

Journal of Optimization Theory and Applications | 2002年 / 112卷

关键词：

Global optimization; sum of ratios; fractional programming; branch-and-bound algorithms;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This article presents a branch-and-bound algorithm for globally solving the nonlinear sum of ratios problem (P). The algorithm economizes the required computations by conducting the branch-and-bound search in ℛp, rather than in ℛn, where p is the number of ratios in the objective function of problem (P) and n is the number of decision variables in problem (P). To implement the algorithm, the main computations involve solving a sequence of convex programming problems for which standard algorithms are available.

引用

页码：1 / 29

页数：28