Optimization analysis involving set functions.
Outcome space range reduction method for global optimization of sum of affine ratios problem
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...
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Fractional programming consists in optimizing a ratio of two functions subject to some constraints. Different versions of this model, linear or nonlinear, have applications in various fields like combinatorial optimization, stochastic programming, data bases, and economy. Three resolution methods are presented: direct solution, parametric approach and solution of an equivalent problem.
Scaling problems in linear-fractional programming.
Solution of a fractional combinatorial optimization problem by mixed integer programming
Fractionnal mathematical programs appear in numerous operations research, computer science and economic domains. We consider in this paper the problem of maximizing the sum of 0–1 hyperbolic ratios (SRH). In contrast to the single ratio problem, there has been little work in the literature concerning this problem. We propose two mixed-integer linear programming formulations of SRH and develop two different strategies to solve them. The first one consists in using directly a general-purpose mixed-integer...
Structure of efficient sets for strictly quasi convex objectives.
Tour d'horizon : programmation non linéaire
Upper Bound Problem in Linear Fractional Functionals Programming
Декомпозиционные алгоритмы решения обобщенных задач дробно-линейного программирования
Декомпозиционные методы в дробно-линейном программировании
Исследование задачи дробно-линейного программирования в особых случаях