A deterministic global optimization algorithm

DOI10.1016/J.AMC.2006.06.101MaRDI QIDQ870181zbMATH OpenOpenAlexFDO

Authors Ying Ji, Shaojian Qu, Kecun Zhang

Publication date 12 March 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.06.101

zbMATH Keywords

branch and bound algorithmconvergencegeneral linear sum of ratioslinearization relaxationnumerical examples

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Fractional programming (90C32) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Review text

The purpose of this paper is to introduce a new deterministic global optimization algorithm to solve a general linear sum of ratios programming problem (LFP). At first, an equivalent optimization problem (LFP1) of LFP is derived by exploiting the characteristics of the constraints of LFP. By a new linearizing method the linearization relaxation function of the objective function of LFP1 is proposed. Then the linear relaxation programming (RLP) of LFP1 is obtained which allows it to be incorporated into a branch-and-bound scheme. The proposed branch and bound algorithm is convergent to the global minimum through the successive refinement of the linear relaxation of the feasible region of the objection function and the solutions of a series of RLP. Finally, the numerical tests show the feasibility and efficiency of the proposed method.

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Cites work

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Cited in

(25)

• Global optimization for sum of linear ratios problem using new pruning technique
• A linearized relaxing algorithm for the specific nonlinear optimization problem
• A direct search algorithm for global optimization
• An effective algorithm for globally solving sum of linear ratios problems
• A one-dimensional deterministic global minimization algorithm
• Optimizing radial basis functions by d.c. programming and its use in direct search for global derivative-free optimization
• A deterministic method for solving the sum of linear ratios problem
• Effective algorithm for solving the generalized linear multiplicative problem with generalized polynomial constraints
• A global optimization algorithm for linear fractional programming
• An efficient algorithm and complexity result for solving the sum of general affine ratios problem
• A deterministic global optimization algorithm for sum of linear ratios problem
• Outcome space range reduction method for global optimization of sum of affine ratios problem
• A deterministic algorithm for solving a series of fractional programming problems
• Global optimization algorithm for sum of generalized polynomial ratios problem
• A deterministic global optimization algorithm
• scientific article; zbMATH DE number 778142 (Why is no real title available?)
• A note on ``Taylor series approach to fuzzy multiple objective linear fractional programming
• Global optimization for the generalized polynomial sum of ratios problem
• A new deterministic global computing algorithm for solving a kind of linear fractional programming
• A potential practical algorithm for minimizing the sum of affine fractional functions
• Study of multiscale global optimization based on parameter space partition
• Image space branch-reduction-bound algorithm for globally solving the sum of affine ratios problem
• Optimizing generalized linear fractional program using the image space branch-reduction-bound scheme
• Regional division and reduction algorithm for minimizing the sum of linear fractional functions
• A note on a deterministic global optimization algorithm

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