Approximation algorithm for a class of global optimization problems

  • Authors:
  • Marco Locatelli

  • Affiliations:
  • Dipartimento di Ingegneria dell'Informazione, Università di Parma, Parma, Italy 43124

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2013

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Abstract

In this paper we develop and derive the computational cost of an $${\varepsilon}$$ -approximation algorithm for a class of global optimization problems, where a suitably defined composition of some ratio functions is minimized over a convex set. The result extends a previous one about a class of Linear Fractional/Multiplicative problems.