Global minimization for generalized polynomial fractional program
Summary: This paper is concerned with an efficient global optimization algorithm for solving a kind of fractional program problem \((\text{P})\), whose objective and constraints functions are all defined as the sum of ratios generalized polynomial functions. The proposed algorithm is a combination of the branch-and-bound search and two reduction operations, based on an equivalent monotonic optimization problem of \((\text{P})\). The proposed reduction operations specially offer a possibility to cut away a large part of the currently investigated region in which the global optimal solution of \((\text{P})\) does not exist, which can be seen as an accelerating device for the solution algorithm of \((\text{P})\). Furthermore, numerical results show that the computational efficiency is improved by using these operations in the number of iterations and the overall execution time of the algorithm, compared with other methods. Additionally, the convergence of the algorithm is presented, and the computational issues that arise in implementing the algorithm are discussed. Preliminary indications are that the algorithm can be expected to provide a practical approach for solving problem \((\text{P})\) provided that the number of variables is not too large.
- Global optimization for the sum of generalized polynomial fractional functions
- Global optimization for the generalized polynomial sum of ratios problem
- Global optimization for sum of generalized fractional functions
- Global optimization algorithm for sum of generalized polynomial ratios problem
- A fully polynomial time approximation algorithm for generalized fractional programs
- \(NP\)-hardness of linear multiplicative programming and related problems
- A branch-and-bound algorithm for maximizing the sum of several linear ratios
- A global optimization using linear relaxation for generalized geometric programming
- A robust algorithm for generalized geometric programming
- A simplicial branch and bound duality-bounds algorithm for the linear sum-of-ratios problem
- An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints
- An efficient algorithm for solving convex-convex quadratic fractional programs
- BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH
- Decomposition branch-and-bound based algorithm for linear programs with additional multiplicative constraints
- Effectiveness of a geometric programming algorithm for optimization of machining economics models
- Finite algorithm for generalized linear multiplicative programming
- Global optimization algorithm for sum of generalized polynomial ratios problem
- Global optimization for a class of fractional programming problems
- Global optimization for the sum of generalized polynomial fractional functions
- Global optimization of generalized geometric programming
- Global optimization of generalized linear fractional programming with nonlinear constraints
- Global optimization of multiplicative programs
- Global optimization of nonlinear sum of ratios problem
- Global optimization of signomial geometric programming using linear relaxation.
- scientific article; zbMATH DE number 1054671 (Why is no real title available?)
- scientific article; zbMATH DE number 1095224 (Why is no real title available?)
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- Global optimization for sum of generalized fractional functions
- Iterative algorithm of generalized fractional programming problems with polynomial constraints
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- A branch and bound algorithm for solving the sum of generalized polynomial fractional programming problem
- An efficient image space branch-reduction-bound algorithm to globally solve generalized fractional programming problems for large-scale real applications
- Regional division and reduction algorithm for minimizing the sum of linear fractional functions
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