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On solving the sum-of-ratios problem

Авторы: Gruzdeva T.V., Strekalovsky A.S.

Журнал: Applied Mathematics and Computation

Том: 318

Номер:

Год: 2018

Отчётный год: 2018

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Местоположение издательства:

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DOI: 10.1016/j.amc.2017.07.074

Аннотация: This paper addresses the development of efficient global search methods for fractional programming problems. Such problems are, in general, nonconvex (with numerous local extremums) and belong to a class of global optimization problems. First, we reduce a rather general fractional programming problem with d.c. functions to solving an equation with a vector parameter that satisfies some nonnegativity assumption. This theorem allows the justified use of the generalized Dinkelbach's approach for solving fractional programming problems with a d.c. goal function. Based on solving of some d.c. minimization problem, we developed a global search algorithm for fractional programming problems, which was tested on a set of low-dimensional test problems taken from the literature as well as on randomly generated problems with up to 200 variables or 200 terms in the sum. (C) 2017 Elsevier Inc. All rights reserved.

Индексируется WOS: Q1

Индексируется Scopus: Нет

Индексируется УБС: Нет

Индексируется РИНЦ: Нет

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Индексируется CORE: Нет

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