Outcome space range reduction method for global optimization of sum of affine ratios problem

• Autorzy: Hongwei Jiao , Sanyang Liu , Jingben Yin , Yingfeng Zhao
• Języki publikacji: EN

Abstrakty

EN

Many algorithms for globally solving sum of affine ratios problem (SAR) are based on equivalent problem and branch-and-bound framework. Since the exhaustiveness of branching rule leads to a significant increase in the computational burden for solving the equivalent problem. In this study, a new range reduction method for outcome space of the denominator is presented for globally solving the sum of affine ratios problem (SAR). The proposed range reduction method offers a possibility to delete a large part of the outcome space region of the denominators in which the global optimal solution of the equivalent problem does not exist, and which can be seen as an accelerating device for global optimization of the (SAR). Several numerical examples are presented to demonstrate the advantages of the proposed algorithm using new range reduction method in terms of both computational efficiency and solution quality.

Słowa kluczowe

EN

Range reduction method; Global optimization; Sum of affine ratios; Linear relaxation program; Branch-and-bound

Kategorie tematyczne

• 90C32: Fractional programming
• 90C26: Nonconvex programming, global optimization

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2016
• Tom: 14
• Numer: 1
• Strony: 736-746

Daty

wydano

2016-01-01

otrzymano

2016-02-20

zaakceptowano

2016-08-02

online

2016-10-06

Twórcy

autor

Hongwei Jiao

• School of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang 453003,

autor

Sanyang Liu

• School of Mathematics and Statistics, Xidian University, Xi’an 710071,

autor

Jingben Yin

• School of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang 453003,

autor

Yingfeng Zhao

• School of Mathematics and Statistics, Xidian University, Xi’an 710071,

Identyfikatory

DOI

10.1515/math-2016-0058