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A Revision of the Trapezoidal Branch-and-Bound Algorithm for Linear Sum-of-Ratios Problems
Authors:Takahito?Kuno  author-information"  >  author-information__contact u-icon-before"  >  mailto:takahito@cs.tsukuba.ac.jp"   title="  takahito@cs.tsukuba.ac.jp"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author
Affiliation:(1) Graduate School of Systems and Information Engineering, University of Tsukuba, 1-1-1 Tennoh-dai, Tsukuba 305-8573, Ibaraki, Japan
Abstract:In this paper, we point out a theoretical flaw in Kuno [(2002)Journal of Global Optimization 22, 155–174] which deals with the linear sum-of-ratios problem, and show that the proposed branch-and-bound algorithm works correctly despite the flaw. We also note a relationship between a single ratio and the overestimator used in the bounding operation, and develop a procedure for tightening the upper bound on the optimal value. The procedure is not expensive, but the revised algorithms incorporating it improve significantly in efficiency. This is confirmed by numerical comparisons between the original and revised algorithms. The author was partially supported by the Grand-in-Aid for Scientific Research (C)(2) 15560048 from the Japan Society for the Promotion of Science.
Keywords:Branch-and-bound algorithm  Fractional programming  Global optimization  Nonconvex optimization  Sum-of-ratios problem
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