In this article, we present a global optimization approach for generating efficient points for multiobjective concave fractional programming problems. The main work of the approach involves solving an instance of a concave multiplicative fractional program (W). Problem (W) is a global optimization p
Global optimization for sum of generalized fractional functions
โ Scribed by Pei-Ping Shen; Chun-Feng Wang
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 176 KB
- Volume
- 214
- Category
- Article
- ISSN
- 0377-0427
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โฆ Synopsis
This paper considers the solution of generalized fractional programming (GFP) problem which contains various variants such as a sum or product of a finite number of ratios of linear functions, polynomial fractional programming, generalized geometric programming, etc. over a polytope. For such problems, we present an efficient unified method. In this method, by utilizing a transformation and a two-part linearization method, a sequence of linear programming relaxations of the initial nonconvex programming problem are derived which are embedded in a branch-and-bound algorithm. Numerical results are given to show the feasibility and effectiveness of the proposed algorithm.
๐ SIMILAR VOLUMES
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