Global optimization for sum of generalized fractional functions |
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Authors: | Pei-Ping Shen Chun-Feng Wang |
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Institution: | College of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, PR China |
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Abstract: | This paper considers the solution of generalized fractional programming (GFP) problem which contains various variants such as a sum or product of a finite number of ratios of linear functions, polynomial fractional programming, generalized geometric programming, etc. over a polytope. For such problems, we present an efficient unified method. In this method, by utilizing a transformation and a two-part linearization method, a sequence of linear programming relaxations of the initial nonconvex programming problem are derived which are embedded in a branch-and-bound algorithm. Numerical results are given to show the feasibility and effectiveness of the proposed algorithm. |
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Keywords: | 90C30 90C32 65K05 |
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