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On Solving the Quadratic Sum-of-Ratios Problems

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

Журнал: Lecture Notes in Computer Science

Том: 12095

Номер:

Год: 2020

Отчётный год: 2020

Издательство:

Местоположение издательства:

URL:

Проекты:

DOI: 10.1007/978-3-030-49988-4_8

Аннотация: This paper addresses the numerical solution of fractional programs with quadratic functions in the ratios. Instead of considering a sum-of-ratios problem directly, we developed an efficient global search algorithm, which is based on two approaches to the problem. The first one adopts a reduction of the fractional minimization problem to the solution of an equation with an optimal value of a parametric d.c. minimization problem. The second approach reduces the original problem to the optimization problem with nonconvex (d.c.) constraints. Hence, the fractional programs can be solved by applying the Global Search Theory of d.c. optimization. The global search algorithm developed for sum-of-ratios problems was tested on the examples with quadratic functions in the numerators and denominators of the ratios. The numerical experiments demonstrated that the algorithm performs well when solving rather complicated quadratic sum-of-ratios problems with up to 100 variables or 1000 terms in the sum.

Индексируется WOS: Q4

Индексируется Scopus: Нет

Индексируется УБС: Нет

Индексируется РИНЦ: Да

Индексируется ВАК: Нет

Индексируется CORE: Нет

Публикация в печати: 0