Conical partition algorithm for maximizing the sum of dc ratios

doi:10.1007/s10898-004-5699-3

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	Conical partition algorithm for maximizing the sum of dc ratios
	Dai, Y ; Shi, JM ; Wang, SY
	2005-02-01
发表期刊	JOURNAL OF GLOBAL OPTIMIZATION
ISSN	0925-5001
卷号	31 期号:2 页码:253-270
摘要	The following problem is considered in this paper: max(x is an element of D) {Sigma(j = 1)(m) g(j)(x)\h(j)(x)}, where g(j)(x)>= 0 and h(j)(x) > 0; j = 1,..., m; are d. c. (difference of convex) functions over a convex compact set D in R-n. Specifically, it is reformulated into the problem of maximizing a linear objective function over a feasible region defined by multiple reverse convex functions. Several favorable properties are developed and a branch-and-bound algorithm based on the conical partition and the outer approximation scheme is presented. Preliminary results of numerical experiments are reported on the efficiency of the proposed algorithm.
关键词	cutting plane fractional programming global optimization outer approximation sum of ratios
DOI	10.1007/s10898-004-5699-3
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000228173700005
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1135
专题	中国科学院数学与系统科学研究院
通讯作者	Dai, Y
作者单位	1.Univ Illinois, Dept Bioengn MC063, Chicago, IL 60607 USA 2.Muroran Inst Technol, Dept Comp Sci & Syst Engn, Muroran, Hokkaido 0508585, Japan 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Dai, Y,Shi, JM,Wang, SY. Conical partition algorithm for maximizing the sum of dc ratios[J]. JOURNAL OF GLOBAL OPTIMIZATION,2005,31(2):253-270.
APA	Dai, Y,Shi, JM,&Wang, SY.(2005).Conical partition algorithm for maximizing the sum of dc ratios.JOURNAL OF GLOBAL OPTIMIZATION,31(2),253-270.
MLA	Dai, Y,et al."Conical partition algorithm for maximizing the sum of dc ratios".JOURNAL OF GLOBAL OPTIMIZATION 31.2(2005):253-270.