期刊
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
卷 182, 期 2, 页码 597-611出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.ejor.2006.08.036
关键词
global optimization; fractional programming; sum-of-ratios; branch and bound; duality bounds
In this article, we present and validate a simplicial branch and bound duality-bounds algorithm for globally solving the linear sum-of-ratios fractional program. The algorithm computes the lower bounds called for during the branch and bound search by solving ordinary linear programming problems. These problems are derived by using Lagrangian duality theory. The algorithm applies to a wide class of linear sum-of-ratios fractional programs. Two sample problems are solved, and the potential practical and computational advantages of the algorithm are indicated. (C) 2006 Elsevier B.V.. All rights reserved.
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