Generating Sum-of-Ratios Test Problems in Global Optimization |
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Authors: | Benson H. P. |
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Affiliation: | (1) Warrington College of BusinessAdministration, University of Florida, Gainesville, Florida |
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Abstract: | A method is presented for the construction of test problems involving the minimization over convex sets of sums of ratios of affine functions. Given a nonempty, compact convex set, the method determines a function that is the sum of linear fractional functions and attains a global minimum over the set at a point that can be found by convex programming and univariate search. Generally, the function will have also local minima over the set that are not global minima. |
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Keywords: | Global optimization sum of ratios linear fractional functions test problems |
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