Article ID: | iaor2012649 |
Volume: | 6 |
Issue: | 2 |
Start Page Number: | 221 |
End Page Number: | 230 |
Publication Date: | Feb 2012 |
Journal: | Optimization Letters |
Authors: | Shi Jianming, Gao Lianbo, Mishra Shashi |
Keywords: | programming: branch and bound |
This paper is concerned with a problem of maximizing the sum of several ratios of functions. We extend an algorithm, which has been designed to solve the sum‐of‐linear‐ratios problem, for solving the sum‐of‐nonlinear‐ratios problem. We also discuss the complexity of the problem and report the results of numerical experiments on the extended algorithm.