Solving the sum-of-ratios problems by a harmony search algorithm

Authors:
Majid Jaberipour;Esmaile Khorram
Affiliations:
Department of Applied Mathematics, Faculty of Mathematics and Computer Science, Amirkabir University of Technology, No. 424, Hafez Ave., 15914 Tehran, Iran;Department of Applied Mathematics, Faculty of Mathematics and Computer Science, Amirkabir University of Technology, No. 424, Hafez Ave., 15914 Tehran, Iran
Venue:
Journal of Computational and Applied Mathematics
Year:
2010

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Abstract

The sum-of-ratios problems have numerous applications in economy and engineering. The sum-of-ratios problems are considered to be difficult, as these functions are highly nonconvex and multimodal. In this study, we propose a harmony search algorithm for solving a sum-of-ratios problem. Numerical examples are also presented to demonstrate the effectiveness and robustness of the proposed method. In all cases, the solutions obtained using this method are superior to those obtained from other methods.