Global optimization for sum of generalized fractional functions (Q2479363): Difference between revisions
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Revision as of 14:43, 14 February 2024
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English | Global optimization for sum of generalized fractional functions |
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Global optimization for sum of generalized fractional functions (English)
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26 March 2008
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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.
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generalized fractional programming
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global optimization
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linear relaxation
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branch and bound
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numerical examples
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polynomial fractional programming
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generalized geometric programming
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linearization
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algorithm
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convergence
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