Global Optimization Algorithm for the Nonlinear Sum of Ratios Problem

H. P. Benson
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H. P. Benson: University of Florida

Journal of Optimization Theory and Applications, 2002, vol. 112, issue 1, No 1, 29 pages

Abstract: 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 ℛp, rather than in ℛn, 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.

Keywords: Global optimization; sum of ratios; fractional programming; branch-and-bound algorithms (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (14)

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DOI: 10.1023/A:1013072027218

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