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Outcome space range reduction method for global optimization of sum of affine ratios problem

Hongwei Jiao, Sanyang Liu, Jingben Yin, Yingfeng Zhao (2016)

Open Mathematics

Many algorithms for globally solving sum of affine ratios problem (SAR) are based on equivalent problem and branch-and-bound framework. Since the exhaustiveness of branching rule leads to a significant increase in the computational burden for solving the equivalent problem. In this study, a new range reduction method for outcome space of the denominator is presented for globally solving the sum of affine ratios problem (SAR). The proposed range reduction method offers a possibility to delete a large...

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