A spatial branch and bound algorithm for solving the sum of linear ratios optimization problem

In this paper, we consider the sum of linear ratios problem (SLR) that is known to be NP-hard and often arises in various practical applications such as data envelopment analysis and financial investment. We first introduce an equivalent problem (EP) of SLR that involves differences of square terms...

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Bibliographic Details
Published in:	Numerical algorithms Vol. 93; no. 3; pp. 1373 - 1400
Main Authors:	Peiping, Shen, Yafei, Wang, Dianxiao, Wu
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.07.2023 Springer Nature B.V
Subjects:	Algebra Algorithms Approximation Branch and bound methods Computer Science Data envelopment analysis Iterative methods Linear functions Linear programming Mathematical analysis Numeric Computing Numerical Analysis Optimization Original Paper Rectangles Theory of Computation Variables Global optimization 90C30 Branch and bound 90C33 Second-order cone approximations 90C15 Sum of linear ratios problem Convergence analysis
ISSN:	1017-1398, 1572-9265
Online Access:	Get full text
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