An extension of branch‐and‐bound algorithm for solving sum‐of‐nonlinear‐ratios problem

An extension of branch‐and‐bound algorithm for solving sum‐of‐nonlinear‐ratios problem

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Article ID: iaor2012649
Volume: 6
Issue: 2
Start Page Number: 221
End Page Number: 230
Publication Date: Feb 2012
Journal: Optimization Letters
Authors: , ,
Keywords: programming: branch and bound
Abstract:

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.

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