An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming
Joint Authors
Jiao, Hong-Wei
Chen, Yong-Qiang
Wang, Feng-Hui
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-15
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
An effective branch and bound algorithm is proposed for globally solving minimax linear fractional programming problem (MLFP).
In this algorithm, the lower bounds are computed during the branch and bound search by solving a sequence of linear relaxation programming problems (LRP) of the problem (MLFP), which can be derived by using a new linear relaxation bounding technique, and which can be effectively solved by the simplex method.
The proposed branch and bound algorithm is convergent to the global optimal solution of the problem (MLFP) through the successive refinement of the feasible region and solutions of a series of the LRP.
Numerical results for several test problems are reported to show the feasibility and effectiveness of the proposed algorithm.
American Psychological Association (APA)
Jiao, Hong-Wei& Wang, Feng-Hui& Chen, Yong-Qiang. 2014. An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-450635
Modern Language Association (MLA)
Jiao, Hong-Wei…[et al.]. An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming. Journal of Applied Mathematics No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-450635
American Medical Association (AMA)
Jiao, Hong-Wei& Wang, Feng-Hui& Chen, Yong-Qiang. An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-450635
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-450635