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

DOI10.1016/j.cam.2008.01.003zbMath1159.65062OpenAlexW2060263629MaRDI QIDQ953379

Yunpeng Duan, Yong Gang Pei, Pei-Ping Shen

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

global optimizationlinear programmingnumerical examplesbranch and boundfractional programmingsum of ratiosduality bound

Mathematics Subject Classification ID

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

Related Items (12)

A practicable branch and bound algorithm for sum of linear ratios problem ⋮ Maximizing for the sum of ratios of two convex functions over a convex set ⋮ Global optimization algorithm for sum of generalized polynomial ratios problem ⋮ A branch-bound cut technique for non-linear fractional multi-objective optimization problems ⋮ Multiobjective nonlinear sum of fractional optimization problems with nonconvex constraints with the use of the duality-based branch and bound algorithm ⋮ Optimising portfolio diversification and dimensionality ⋮ A practicable contraction approach for the sum of the generalized polynomial ratios problem ⋮ Range division and compression algorithm for quadratically constrained sum of quadratic ratios ⋮ Duality-based branch-bound computational algorithm for sum-of-linear-fractional multi-objective optimization problem ⋮ Global optimization method for maximizing the sum of difference of convex functions ratios over nonconvex region ⋮ A parametric solution method for a generalized fractional programming problem ⋮ Global optimization for the sum of concave-convex ratios problem

Cites Work

• A branch-and-bound algorithm for maximizing the sum of several linear ratios
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• An efficient algorithm for solving convex-convex quadratic fractional programs
• Solving the sum-of-ratios problem by an interior-point method
• Introduction to global optimization
• Global optimization for sum of linear ratios problem with coefficients
• Fractional programming with convex quadratic forms and functions
• MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS
• Maximizing the ratio of two convex functions over a convex set
• Convex analysis and global optimization
• Maximization of the ratio of two convex quadratic functions over a polytope
• Global optimization algorithm for the nonlinear sum of ratios problem
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