An efficient branch and bound reduction algorithm for globally solving linear fractional programming problems
Chaos, Solitons & Fractals(2024)
摘要
This paper investigates a class of linear fractional programs (LFP) with linear constraints, which are widely applied in transportation, economic investment and so on. We start with transforming LFP into its equivalent two-layer problem. Subsequently, we introduce a novel linear relaxation approach and integrate it within the branch and bound framework, and a new global optimization algorithm is presented in cooperation with a region deleting rule. Additionally, we discuss the convergence and complexity of this algorithm. Preliminary numerical results validate the practicality and effectiveness of our proposed method.
更多查看译文
关键词
linear fractional program,Global optimization,Branch and bound,Linear relaxation technique
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要