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|Type:||Artigo de periódico|
|Title:||A Branch-and-cut Algorithm For A Class Of Sum-of-ratios Problems|
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|
|Editor:||ELSEVIER SCIENCE INC|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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