Branch-and-Bound Outer Approximation Algorithm for Sum-of-Ratios Fractional Programs

In this article, a branch and-bound outer approximation algorithm is presented for globally solving a sum-of-ratios fractional programming problem. To solve this problem, the algorithm instead solves an equivalent problem that involves minimizing an indefinite quadratic function over a nonempty, com...

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Vydáno v:	Journal of optimization theory and applications Ročník 146; číslo 1; s. 1 - 18
Hlavní autor:	Benson, H. P.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Boston Springer US 01.07.2010 Springer Springer Nature B.V
Témata:	Algorithms Applications of Mathematics Applied sciences Approximation Bond portfolios Branch & bound algorithms Calculus of Variations and Optimal Control; Optimization Computation Engineering Equivalence Exact sciences and technology Mathematical analysis Mathematical models Mathematical programming Mathematics Mathematics and Statistics Operational research and scientific management Operational research. Management science Operations management Operations Research/Decision Theory Optimization Programming Ratios Studies Theory of Computation Global optimization Fractional programming Outer approximation Branch and bound Sum of ratios Convex set Compact space Linear form Branch and bound method Minimization Global optimum Approximation algorithm Modeling Convex programming Exact solution Rational function Quadratic function Mathematical programming
ISSN:	0022-3239, 1573-2878
On-line přístup:	Získat plný text
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