A Global Optimization Algorithm for Sum of Linear Ratios Problem
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-06-11
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Gao, Yuelin& Jin, Siqiao. 2013. A Global Optimization Algorithm for Sum of Linear Ratios Problem. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-459628
Modern Language Association (MLA)
Gao, Yuelin& Jin, Siqiao. A Global Optimization Algorithm for Sum of Linear Ratios Problem. Journal of Applied Mathematics No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-459628
American Medical Association (AMA)
Gao, Yuelin& Jin, Siqiao. A Global Optimization Algorithm for Sum of Linear Ratios Problem. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-459628
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-459628