Global Optimization for the Sum of Concave‐Convex Ratios Problem

XueGang Zhou and JiHui Yang

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

Abstract: This paper presents a branch and bound algorithm for globally solving the sum of concave‐convex ratios problem (P) over a compact convex set. Firstly, the problem (P) is converted to an equivalent problem (P1). Then, the initial nonconvex programming problem is reduced to a sequence of convex programming problems by utilizing linearization technique. The proposed algorithm is convergent to a global optimal solution by means of the subsequent solutions of a series of convex programming problems. Some examples are given to illustrate the feasibility of the proposed algorithm.

Date: 2014
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https://doi.org/10.1155/2014/879739

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2014:y:2014:i:1:n:879739

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