Solving sum of quadratic ratios fractional programs via monotonic function |
| |
Authors: | Peiping Shen Yongqiang Chen Yuan Ma |
| |
Affiliation: | College of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, PR China |
| |
Abstract: | In this paper, a branch-reduce-bound algorithm is proposed for globally solving a sum of quadratic ratios fractional programming with nonconvex quadratic constraints. Due to its intrinsic difficulty, less work has been devoted to globally solving this problem. The proposed algorithm is based on reformulating the problem as a monotonic optimization problem, and it turns out that the optimal solution which is provided by the algorithm is adequately guaranteed to be feasible and to be close to the actual optimal solution. Convergence of the algorithm is shown and the numerical experiments are given to show the feasibility of the proposed algorithm. |
| |
Keywords: | Fractional programming Sum of ratios Nonisolated optimal solution Branch-reduce-bound Monotonic optimization |
本文献已被 ScienceDirect 等数据库收录! |