A New Linearizing Method for Sum of Linear Ratios Problem with Coefficients

Hongwei Jiao and Yongqiang Chen

Journal of Applied Mathematics, 2014, vol. 2014, issue 1

Abstract: A new linearizing method is presented for globally solving sum of linear ratios problem with coefficients. By using the linearizing method, linear relaxation programming (LRP) of the sum of linear ratios problem with coefficients is established, which can provide the reliable lower bound of the optimal value of the initial problem. Thus, a branch and bound algorithm for solving the sum of linear ratios problem with coefficients is put forward. By successively partitioning the linear relaxation of the feasible region and solving a series of the LRP, the proposed algorithm is convergent to the global optimal solution of the initial problem. Compared with the known methods, numerical experimental results show that the proposed method has the higher computational efficiency in finding the global optimum of the sum of linear ratios problem with coefficients.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2014/490297

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2014:y:2014:i:1:n:490297

Access Statistics for this article

More articles in Journal of Applied Mathematics from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().