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An efficient algorithm and complexity result for solving the sum of general affine ratios problem

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  • Jiao, Hongwei
  • Ma, Junqiao

Abstract

In this paper, with the unique hypothesis that the denominator is not equal to 0, an efficient outer space rectangle branch-and-bound algorithm is presented to globally solve the sum of general affine ratios problem. By using equivalent transformation and the characteristics of general single ratio function, a linear program relaxation problem is constructed for computing the lower bound of the global minimum value of the original problem. Moreover, to enhance the running speed of the presented algorithm, we design an outer space accelerating technic for deleting the entire outer space rectangle or a part of the entire examined outer space rectangle, in which there contains no the global minimum point of the equivalent problem. Furthermore, through the complexity analysis of the presented algorithm, we estimate its maximum iteration times. In addition, we prove the global convergence of the presented algorithm, report and analyze the numerical computational results for indicating the validity of the presented algorithm. Finally, two practical problems from power transportation and production planning are solved to verify the usefulness of the presented algorithm.

Suggested Citation

  • Jiao, Hongwei & Ma, Junqiao, 2022. "An efficient algorithm and complexity result for solving the sum of general affine ratios problem," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    • Handle: RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008803
    DOI: 10.1016/j.chaos.2022.112701
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    References listed on IDEAS

    as
    1. Jiao, Hong-Wei & Liu, San-Yang, 2015. "A practicable branch and bound algorithm for sum of linear ratios problem," European Journal of Operational Research, Elsevier, vol. 243(3), pages 723-730.
    2. Takahito Kuno & Toshiyuki Masaki, 2013. "A practical but rigorous approach to sum-of-ratios optimization in geometric applications," Computational Optimization and Applications, Springer, vol. 54(1), pages 93-109, January.
    3. Benson, Harold P., 2007. "A simplicial branch and bound duality-bounds algorithm for the linear sum-of-ratios problem," European Journal of Operational Research, Elsevier, vol. 182(2), pages 597-611, October.
    4. Shen, Peiping & Zhu, Zeyi & Chen, Xiao, 2019. "A practicable contraction approach for the sum of the generalized polynomial ratios problem," European Journal of Operational Research, Elsevier, vol. 278(1), pages 36-48.
    5. X. Liu & Y.L. Gao & B. Zhang & F.P. Tian, 2019. "A New Global Optimization Algorithm for a Class of Linear Fractional Programming," Mathematics, MDPI, vol. 7(9), pages 1-21, September.
    6. Ashtiani, Alireza M. & Ferreira, Paulo A.V., 2015. "A branch-and-cut algorithm for a class of sum-of-ratios problems," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 596-608.
    7. Yuelin Gao & Siqiao Jin, 2013. "A Global Optimization Algorithm for Sum of Linear Ratios Problem," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-7, June.
    8. Jiao, Hongwei & Li, Binbin, 2022. "Solving min–max linear fractional programs based on image space branch-and-bound scheme," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    9. H. P. Benson, 2004. "On the Global Optimization of Sums of Linear Fractional Functions over a Convex Set," Journal of Optimization Theory and Applications, Springer, vol. 121(1), pages 19-39, April.
    Full references (including those not matched with items on IDEAS)

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