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Type: Artigo de periódico
Title: A Branch-and-cut Algorithm For A Class Of Sum-of-ratios Problems
Author: Ashtiani
Alireza M.; Ferreira
Paulo A. V.
Abstract: The problem of maximizing a sum of concave-convex ratios over a convex set is addressed. The projection of the problem onto the image space of the functions that describe the ratios leads to the equivalent problem of maximizing a sum of elementary ratios subject to a linear semi-infinite inequality constraint. A global optimization algorithm that integrates a branch-and-bound procedure for dealing with nonconcavities in the image space and an efficient relaxation procedure for handling the semi-infinite constraint is proposed and illustrated through numerical examples. Comparative (computational) analyses between the proposed algorithm and two alternative algorithms for solving sum-of-ratios problems are also presented. (C) 2015 Elsevier Inc. All rights reserved.
Subject: Global Optimization Algorithm
Fractional Programs
Nonlinear Sum
Country: NEW YORK
Rights: embargo
Identifier DOI: 10.1016/j.amc.2015.06.089
Date Issue: 2015
Appears in Collections:Unicamp - Artigos e Outros Documentos

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