Global optimization for sum of generalized fractional functions (Q2479363): Difference between revisions

The aim of this paper is the development of a unified approach to some variants of the generalized fractional programming (GFP) problem which contains various variants such as a sum or product of a finite number of ratios of linear functions, polynomial fractional programming, generalized geometric programming, etc. over a polytope. For these problems an efficient unified method is presented. For the global solution of the GFP problem a transformation and a two-part linearization technique that systematically converts the GFP problem to a series of linear programming problems, is used. The branch-and-bound algorithm in which the relaxed subproblems are embedded is presented and described. The proposed algorithm is verified by the convergence to the global maximum of several test problems implemented.