Generating Sum-of-Ratios Test Problems in Global Optimization

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

Journal of Optimization Theory and Applications, 2003, vol. 119, issue 3, No 9, 615-621

Abstract: 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.

Keywords: Global optimization; sum of ratios; linear fractional functions; test problems (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (3)

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DOI: 10.1023/B:JOTA.0000006959.01650.59

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