BRANCH-REDUCTION-BOUND ALGORITHM FOR LINEAR SUM-OF-RATIOS FRACTIONAL PROGRAMS

被引：0
|
作者：
Shen, Pei-Ping [1 ]
Li, Wei-Min [1 ]
Liang, Yan-Chao [1 ]
机构：
[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Peoples R China
来源：
PACIFIC JOURNAL OF OPTIMIZATION | 2015年 / 11卷 / 01期
基金：
中国国家自然科学基金;
关键词：
global optimization; linear sum-of-ratios; cone reduction; bound tightening; branch-and-bound; GLOBAL OPTIMIZATION;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This article is to present a branch-reduction-bound algorithm for globally solving the linear sum-of-ratios fractional programs. Based on the algorithm provided by Kuno (2005, JGO), we develop the two new procedures: bound tightening (BT) and cone reduction (CR), and add them to the proposed algorithm. The convergence proof of the algorithm is provided, and the numerical results are reported to show that the computational efficiency can be improved obviously by using the procedures (BT and CR).
引用
收藏
页码：79 / 99
页数：21
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