Global optimization for sum of generalized fractional functions

Authors:
Pei-Ping Shen;Chun-Feng Wang
Affiliations:
College of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, PR China;College of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

Citing 9
Cited 1

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Abstract

This paper considers the solution of generalized fractional programming (GFP) problem which contains various variants such as a sum or product of a finite number of ratios of linear functions, polynomial fractional programming, generalized geometric programming, etc. over a polytope. For such problems, we present an efficient unified method. In this method, by utilizing a transformation and a two-part linearization method, a sequence of linear programming relaxations of the initial nonconvex programming problem are derived which are embedded in a branch-and-bound algorithm. Numerical results are given to show the feasibility and effectiveness of the proposed algorithm.