A new branch and bound algorithm for minimax ratios problems
This study presents an efficient branch and bound algorithm for globally solving the minimax fractional programming problem (MFP). By introducing an auxiliary variable, an equivalent problem is firstly constructed and the convex relaxation programming problem is then established by utilizing convexity and concavity of functions in the problem. Other than usual branch and bound algorithm, an adapted partition skill and a practical reduction technique performed only in an unidimensional interval are...