Journal of Applied Mathematics
- J. Appl. Math.
- Volume 2014, Special Issue (2014), Article ID 879739, 10 pages.
Global Optimization for the Sum of Concave-Convex Ratios Problem
This paper presents a branch and bound algorithm for globally solving the sum of concave-convex ratios problem (P) over a compact convex set. Firstly, the problem (P) is converted to an equivalent problem (P1). Then, the initial nonconvex programming problem is reduced to a sequence of convex programming problems by utilizing linearization technique. The proposed algorithm is convergent to a global optimal solution by means of the subsequent solutions of a series of convex programming problems. Some examples are given to illustrate the feasibility of the proposed algorithm.
J. Appl. Math., Volume 2014, Special Issue (2014), Article ID 879739, 10 pages.
First available in Project Euclid: 1 October 2014
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zhou, XueGang; Yang, JiHui. Global Optimization for the Sum of Concave-Convex Ratios Problem. J. Appl. Math. 2014, Special Issue (2014), Article ID 879739, 10 pages. doi:10.1155/2014/879739. https://projecteuclid.org/euclid.jam/1412177565