Title
Global optimization for the sum of linear ratios problem over convex feasible region
Abstract
In this paper, a deterministic method is presented for globally solving the sum of linear ratios problem over convex feasible region. The proposed approach is based on the branch and bound scheme. First, by introducing new variables and using concave envelope, the fundamental problems for estimating upper bounds in the branch and bound algorithm change into a sequence of relaxation convex programming problems which have less variables and constraints. Next, a new bounding tightening strategy is proposed to enhance solution produce. Finally, the analysis theory and numerical experiments are reported on the feasibility and efficiency of the proposed algorithm.
Year
DOI
Venue
2012
10.1007/978-3-642-31020-1_61
ICSI
Keywords
Field
DocType
analysis theory,new variable,algorithm change,bound scheme,relaxation convex programming problem,global optimization,linear ratios problem,proposed algorithm,upper bound,concave envelope,convex feasible region,branch and bound
Branch and bound,Mathematical optimization,Global optimization,Branch and cut,Nonlinear programming,Branch and price,Regular polygon,Feasible region,Convex optimization,Mathematics
Conference
Volume
ISSN
Citations 
7332
0302-9743
0
PageRank 
References 
Authors
0.34
6
3
Name
Order
Citations
PageRank
Li Jin100.34
Rui Wang285.36
Peiping Shen312712.45