An Effective Algorithm for Globally Solving Sum of Linear Ratios Problems
Joint Authors
Cai, Lei
Hou, Zhisong
Bai, Chunyang
Jiao, Hongwei
Source
Journal of Control Science and Engineering
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-06-05
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Electronic engineering
Information Technology and Computer Science
Abstract EN
In this study, we propose an effective algorithm for globally solving the sum of linear ratios problems.
Firstly, by introducing new variables, we transform the initial problem into an equivalent nonconvex programming problem.
Secondly, by utilizing direct relaxation, the linear relaxation programming problem of the equivalent problem can be constructed.
Thirdly, in order to improve the computational efficiency of the algorithm, an out space pruning technique is derived, which offers a possibility of pruning a large part of the out space region which does not contain the optimal solution of the equivalent problem.
Fourthly, based on out space partition, by combining bounding technique and pruning technique, a new out space branch-and-bound algorithm for globally solving the sum of linear ratios problems (SLRP) is designed.
Finally, numerical experimental results are presented to demonstrate both computational efficiency and solution quality of the proposed algorithm.
American Psychological Association (APA)
Jiao, Hongwei& Cai, Lei& Hou, Zhisong& Bai, Chunyang. 2017. An Effective Algorithm for Globally Solving Sum of Linear Ratios Problems. Journal of Control Science and Engineering،Vol. 2017, no. 2017, pp.1-7.
https://search.emarefa.net/detail/BIM-1173558
Modern Language Association (MLA)
Jiao, Hongwei…[et al.]. An Effective Algorithm for Globally Solving Sum of Linear Ratios Problems. Journal of Control Science and Engineering No. 2017 (2017), pp.1-7.
https://search.emarefa.net/detail/BIM-1173558
American Medical Association (AMA)
Jiao, Hongwei& Cai, Lei& Hou, Zhisong& Bai, Chunyang. An Effective Algorithm for Globally Solving Sum of Linear Ratios Problems. Journal of Control Science and Engineering. 2017. Vol. 2017, no. 2017, pp.1-7.
https://search.emarefa.net/detail/BIM-1173558
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1173558