Outcome space range reduction method for global optimization of sum of affine ratios problem

DOI10.1515/MATH-2016-0058zbMATH Open1349.90692OpenAlexW2533881831MaRDI QIDQ330338FDOQ330338

Authors: Hong-Wei Jiao, Sanyang Liu, Jing-Ben Yin, Yingfeng Zhao 

Publication date: 25 October 2016

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2016-0058

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zbMATH Keywords

global optimizationbranch-and-boundlinear relaxation programrange reduction methodsum of affine ratios

Mathematics Subject Classification ID

Fractional programming (90C32) Nonconvex programming, global optimization (90C26)

Cites Work

• Programming with linear fractional functionals
• A global optimization algorithm for linear fractional programming
• Parametric simplex algorithms for solving a special class of nonconvex minimization problems
• A unified monotonic approach to generalized linear fractional programming
• BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
• BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH
• A branch and bound algorithm for solving low rank linear multiplicative and fractional programming problems
• Image space analysis of generalized fractional programs
• Global optimization for sum of linear ratios problem with coefficients
• Global optimization method for maximizing the sum of difference of convex functions ratios over nonconvex region
• A branch and bound algorithm for globally solving a class of nonconvex programming problems
• A branch and bound algorithm to globally solve the sum of several linear ratios
• A practicable branch and bound algorithm for sum of linear ratios problem
• Global optimization algorithm for sum of generalized polynomial ratios problem
• Title not available (Why is that?)
• A note on a deterministic global optimization algorithm
• Effective algorithm for solving the generalized linear multiplicative problem with generalized polynomial constraints
• A global optimization algorithm for sum of linear ratios problem
• Range division and compression algorithm for quadratically constrained sum of quadratic ratios
• The fractional fixed-charge problem
• A deterministic global optimization algorithm

Cited In (14)

• The Sherman-Morrison-Woodbury formula for the Moore-Penrose metric generalized inverse
• An effective computational algorithm for the global solution of a class of linear fractional programming
• An effective global optimization algorithm for quadratic programs with quadratic constraints
• An outcome-space-based branch-and-bound algorithm for a class of sum-of-fractions problems
• Two-level linear relaxation method for generalized linear fractional programming
• An outcome space algorithm for minimizing a class of linear ratio optimization problems
• Effective algorithm and computational complexity for solving sum of linear ratios problem
• A reduced space branch and bound algorithm for a class of sum of ratios problems
• An effective algorithm for globally solving sum of linear ratios problems
• An Output-Space Based Branch-and-Bound Algorithm for Sum-of-Linear-Ratios Problem
• Branch-delete-bound algorithm for globally solving quadratically constrained quadratic programs
• A new deterministic global computing algorithm for solving a kind of linear fractional programming
• Perturbation of the Moore-Penrose metric generalized inverse with applications to the best approximate solution problem in \(L^p(\Omega, \mu )\)
• Range division and linearization algorithm for a class of linear ratios optimization problems

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