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Wang, Yanjun; Shen, Peiping; Liang, Zhian

A branch and bound algorithm to globally solve the sum of several linear ratios. (English) Zbl 1079.65071

Appl. Math. Comput. 168, No. 1, 89-101 (2005).
The authors develop a branch and bound globally convergent algorithm for optimizing the sum of several linear fractional functions over a polytope by solving a series of linear programming problems. Some numerical results are presented.
Reviewer: Hang Tong Lau (Montréal)

Cited in 18 Documents

MSC:

65K05 Numerical mathematical programming methods
90C32 Fractional programming
90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut

Keywords:

fractional programming; branch and bound; global optimization; algorithm; numerical results
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\textit{Y. Wang} et al., Appl. Math. Comput. 168, No. 1, 89--101 (2005; Zbl 1079.65071)
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References:

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