Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641975 | Journal of Computational and Applied Mathematics | 2008 | 12 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Pei-Ping Shen, Chun-Feng Wang,