A branch-and-bound algorithm to globally solve the sum of several linear ratios

doi:10.1016/j.amc.2004.08.016

CORC > 上海财经大学 > 上海财经大学

	A branch-and-bound algorithm to globally solve the sum of several linear ratios
	Wang, YJ ; Shen, PP ; Liang, Z
刊名	APPLIED MATHEMATICS AND COMPUTATION
	2005-09
卷号	168 期号:1 页码:89-101
关键词	fractional programming branch and bound global optimization
ISSN号	0096-3003
DOI	10.1016/j.amc.2004.08.016
英文摘要	In this paper we propose a branch-and-bound algorithm to globally solve the sum of several linear fractional functions over a polytope. For minimizing problem a linear lower bounding function (LLBF) of the objective function is constructed, then a linear programming is obtained which is solved by a simplex algorithm and provides the lower bounding of the optimal value. The proposed branch-and-bound algorithm is convergent to the global minimum through the successive refinement of the solutions of a series of linear programming problems. The numerical experiment is reported to show the effectiveness and feasibility of the proposed algorithm. Also, this method is extended to solve the maximizing problems. (c) 2004 Elsevier Inc. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE INC
WOS记录号	WOS:000232501300008
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2676]
专题	上海财经大学
通讯作者	Wang, YJ
作者单位	1.Shanghai Univ Finance & Econ, Dept Appl Math, Shanghai 200433, Peoples R China; 2.Henan Normal Univ, Dept Math, Xinxiang 453002, Peoples R China
推荐引用方式 GB/T 7714	Wang, YJ,Shen, PP,Liang, Z. A branch-and-bound algorithm to globally solve the sum of several linear ratios[J]. APPLIED MATHEMATICS AND COMPUTATION,2005,168(1):89-101.
APA	Wang, YJ,Shen, PP,&Liang, Z.(2005).A branch-and-bound algorithm to globally solve the sum of several linear ratios.APPLIED MATHEMATICS AND COMPUTATION,168(1),89-101.
MLA	Wang, YJ,et al."A branch-and-bound algorithm to globally solve the sum of several linear ratios".APPLIED MATHEMATICS AND COMPUTATION 168.1(2005):89-101.