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Global Optimization for the Sum of Concave-Convex Ratios Problem

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  • XueGang Zhou
  • JiHui Yang

Abstract

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.

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  • XueGang Zhou & JiHui Yang, 2014. "Global Optimization for the Sum of Concave-Convex Ratios Problem," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-10, May.
    • Handle: RePEc:hin:jnljam:879739
    DOI: 10.1155/2014/879739
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