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An efficient branch and bound reduction algorithm for globally solving linear fractional programming problems

Author

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  • Huang, Bingdi
  • Shen, Peiping

Abstract

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.

Suggested Citation

  • Huang, Bingdi & Shen, Peiping, 2024. "An efficient branch and bound reduction algorithm for globally solving linear fractional programming problems," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
    • Handle: RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003096
    DOI: 10.1016/j.chaos.2024.114757
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