A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem

DOI10.1016/J.CAM.2008.01.003MaRDI QIDQ953379zbMATH OpenOpenAlexFDO

Authors Yunpeng Duan, Peiping Shen, Yonggang Pei

Publication date 20 November 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2008.01.003

zbMATH Keywords

linear programmingglobal optimizationnumerical examplesbranch and boundfractional programmingsum of ratiosduality bound

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Fractional programming (90C32) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonlinear programming (90C30)

Recommendations

• On the global optimization for a class of sum of convex-convex ratios problem
• Global optimization for the sum of concave-convex ratios problem
• Maximizing for the sum of ratios of two convex functions over a convex set
• On a duality bound method for a class of nonlinear sum of ratios problem
• Global optimization for the problem of sum of convex ratios over nonconvex feasible region

Cites work

• scientific article; zbMATH DE number 1342815 (Why is no real title available?)
• scientific article; zbMATH DE number 1095224 (Why is no real title available?)
• scientific article; zbMATH DE number 914364 (Why is no real title available?)
• scientific article; zbMATH DE number 1445369 (Why is no real title available?)
• A branch-and-bound algorithm for maximizing the sum of several linear ratios
• An efficient algorithm for solving convex-convex quadratic fractional programs
• Convex analysis and global optimization
• Fractional programming with convex quadratic forms and functions
• Global optimization algorithm for the nonlinear sum of ratios problem
• Global optimization for sum of linear ratios problem with coefficients
• Introduction to global optimization
• MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS
• Maximization of the ratio of two convex quadratic functions over a polytope
• Maximizing the ratio of two convex functions over a convex set
• Solving the sum-of-ratios problem by an interior-point method
• Using concave envelopes to globally solve the nonlinear sum of ratios problem

Cited in

(16)

• Global optimization for the sum of concave-convex ratios problem
• scientific article; zbMATH DE number 2190131 (Why is no real title available?)
• On a duality bound method for a class of nonlinear sum of ratios problem
• A practicable branch and bound algorithm for sum of linear ratios problem
• Global optimization algorithm for sum of generalized polynomial ratios problem
• A branch-bound cut technique for non-linear fractional multi-objective optimization problems
• Maximizing for the sum of ratios of two convex functions over a convex set
• A simplicial branch and bound duality-bounds algorithm for the linear sum-of-ratios problem
• Duality-based branch-bound computational algorithm for sum-of-linear-fractional multi-objective optimization problem
• Range division and compression algorithm for quadratically constrained sum of quadratic ratios
• Optimising portfolio diversification and dimensionality
• A practicable contraction approach for the sum of the generalized polynomial ratios problem
• A parametric solution method for a generalized fractional programming problem
• Multiobjective nonlinear sum of fractional optimization problems with nonconvex constraints with the use of the duality-based branch and bound algorithm
• On the global optimization for a class of sum of convex-convex ratios problem
• Global optimization method for maximizing the sum of difference of convex functions ratios over nonconvex region

This page was built for publication: A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953379)