Chinese Quarterly Journal of Mathematics ›› 2008, Vol. 23 ›› Issue (4): 499-505.

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Global Optimization Algorithm for Nonlinear Sum of  Ratios Problems

  

  1. 1. Department of Mathematics,Henan Institute of Science and Technology,Xinxiang 453003,China2. College of Mathematics and Information Science,Henan Normal University,Xinxiang 453007,China
  • Received:2006-03-25 Online:2008-12-30 Published:2023-09-14
  • About author:JIAO Hong-wei(1978-), male, native of Zhoukou, Henan, a lecturer of Henan Institute of Science and Technology, engage in optimization theory and algorithm, global optimization.
  • Supported by:
    Supported by the National Natural Science Foundation of China(10671057); Supported by the Natural Science Foundation of Henan Institute of Science and Technology(06054);

Abstract: In this paper,a global optimization algorithm is proposed for nonlinear sum of ratios problem(P).The algorithm works by globally solving problem(P1) that is equivalent to problem(P),by utilizing linearization technique a linear relaxation programming of the (P1) is then obtained.The proposed algorithm is convergent to the global minimum of(P1) through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming.Numerical results indicate that the proposed algorithm is feasible and can be used to globally solve nonlinear sum of ratios problems(P). 

Key words: global optimization, nonlinear sum of ratios, linearization technique

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