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Type: | Artigo |
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 |
Subject: | Otimização global |
Country: | Estados Unidos |
Editor: | Elsevier |
Rights: | Fechado |
Identifier DOI: | 10.1016/j.amc.2015.06.089 |
Address: | https://www.sciencedirect.com/science/article/pii/S009630031500870X |
Date Issue: | 2015 |
Appears in Collections: | FEEC - Artigos e Outros Documentos |
Files in This Item:
File | Description | Size | Format | |
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000361769000051.pdf | 454.29 kB | Adobe PDF | View/Open |
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