Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
477750 | European Journal of Operational Research | 2007 | 15 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Harold P. Benson,