Solving fractional problems with dynamic multistart improving hit-and-run

DOI10.1007/S10479-007-0232-YMaRDI QIDQ2468758zbMATH OpenOpenAlexFDO

Authors Mirjam Dür, Charoenchai Khompatraporn, Zelda B. Zabinsky

Publication date 25 January 2008

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-007-0232-y

zbMATH Keywords

global optimizationfractional programmingpure adaptive searchstochastic algorithmsmultistartimproving hit-and-runLipschitz properties

Mathematics Subject Classification ID

Fractional programming (90C32) Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 757680 (Why is no real title available?)
• scientific article; zbMATH DE number 757682 (Why is no real title available?)
• A branch-and-bound algorithm for maximizing the sum of several linear ratios
• A unified monotonic approach to generalized linear fractional programming
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Fractional programming with absolute-value functions
• Fractional programming: The sum-of-ratios case
• Global optimization algorithm for the nonlinear sum of ratios problem
• Improving hit-and-run for global optimization
• Introduction to global optimization
• Minimization of the sum of three linear fractional functions
• On Maximizing a Sum of Ratios
• Programming with linear fractional functionals
• Pure adaptive search in global optimization
• Solving sum-of-ratios fractional programs using efficient points
• Solving the sum-of-ratios problem by an interior-point method
• Stochastic adaptive search for global optimization.
• Using concave envelopes to globally solve the nonlinear sum of ratios problem

Cited in

(3)

• Stopping and restarting strategy for stochastic sequential search in global optimization
• Solving the sum-of-ratios problems by a harmony search algorithm
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic

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