Global Optimization Algorithm for the Nonlinear Sum of Ratios Problem |
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Authors: | H. P. Benson |
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Affiliation: | (1) Warrington College of Business Administration, University of Florida, Gainesville, Florida |
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Abstract: | This article presents a branch-and-bound algorithm for globally solving the nonlinear sum of ratios problem (P). The algorithm economizes the required computations by conducting the branch-and-bound search in p, rather than in n, where p is the number of ratios in the objective function of problem (P) and n is the number of decision variables in problem (P). To implement the algorithm, the main computations involve solving a sequence of convex programming problems for which standard algorithms are available. |
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Keywords: | Global optimization sum of ratios fractional programming branch-and-bound algorithms |
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