A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem
type: Item
instance of: scholarly article
title: A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem
zbMATH Open document ID: 1159.65062
author: Yunpeng Duan
author: Peiping Shen
author: Yonggang Pei
published in: Journal of Computational and Applied Mathematics
publication date: 2008-11-20T00:00:00Z
review text: The proposed algorithm computes the lower bounds required during the branch and bound search by solving linear programming problems. These problems are derived by using Lagrangian weak duality theorem of nonlinear programming. The feasibility and efficiency of the proposed algorithm is shown by computational results for a set of randomly generated test problems. It is pointed out that the algorithm applies to a broad class of convex-convex ratio problems, and furthermore, the primary work of the algorithm involves the solution of ordinary linear programming problems that do not grow in size from iteration to iteration.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C32
Mathematics Subject Classification ID: 90C57
zbMATH DE Number: 5370025
zbMATH Keywords: fractional programming
zbMATH Keywords: global optimization
zbMATH Keywords: sum of ratios
zbMATH Keywords: branch and bound
zbMATH Keywords: duality bound
zbMATH Keywords: numerical examples
zbMATH Keywords: linear programming
reviewed by: R. P. Tewarson
MaRDI profile type: Publication
full work available at URL: j.cam.2008.01.003
OpenAlex ID: W2060263629
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DOI: 10.1016/J.CAM.2008.01.003
description: scientific article; zbMATH DE number 5370025