publication . Other literature type . Article . 2013

A Global Optimization Algorithm for Sum of Linear Ratios Problem

Gao, Yuelin; Jin, Siqiao;
Open Access English
  • Published: 01 Jan 2013 Journal: issn: 1110-757X, eissn: 1687-0042, Copyright policy
  • Publisher: Hindawi Publishing Corporation
Abstract
We equivalently transform the sum of linear ratios programming problem into bilinear programming problem, then by using the linear characteristics of convex envelope and concave envelope of double variables product function, linear relaxation programming of the bilinear programming problem is given, which can determine the lower bound of the optimal value of original problem. Therefore, a branch and bound algorithm for solving sum of linear ratios programming problem is put forward, and the convergence of the algorithm is proved. Numerical experiments are reported to show the effectiveness of the proposed algorithm.
Subjects
free text keywords: Mathematics, Article Subject, QA1-939

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publication . Other literature type . Article . 2013

A Global Optimization Algorithm for Sum of Linear Ratios Problem

Gao, Yuelin; Jin, Siqiao;