A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem (Q953379): Difference between revisions
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| Property / author: Pei-Ping Shen / rank | |||
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| Property / author: Yong Gang Pei / rank | |||
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Revision as of 05:53, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem |
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A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem (English)
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20 November 2008
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The proposed algorithm computes the lower bounds required during the branch and bound search by solving linear programming problems. These problems are derived by using Lagrangian weak duality theorem of nonlinear programming. The feasibility and efficiency of the proposed algorithm is shown by computational results for a set of randomly generated test problems. It is pointed out that the algorithm applies to a broad class of convex-convex ratio problems, and furthermore, the primary work of the algorithm involves the solution of ordinary linear programming problems that do not grow in size from iteration to iteration.
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fractional programming
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global optimization
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sum of ratios
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branch and bound
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duality bound
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numerical examples
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linear programming
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