Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8901594 | Applied Mathematics and Computation | 2018 | 10 Pages |
Abstract
This paper addresses the development of efficient global search methods for fractional programming problems. Such problems are, in general, nonconvex (with numerous local extremums) and belong to a class of global optimization problems. First, we reduce a rather general fractional programming problem with d.c. functions to solving an equation with a vector parameter that satisfies some nonnegativity assumption. This theorem allows the justified use of the generalized Dinkelbach's approach for solving fractional programming problems with a d.c. goal function. Based on solving of some d.c. minimization problem, we developed a global search algorithm for fractional programming problems, which was tested on a set of low-dimensional test problems taken from the literature as well as on randomly generated problems with up to 200 variables or 200 terms in the sum.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Tatiana V. Gruzdeva, Alexander S. Strekalovsky,