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

Hongwei JiaoSanyang LiuJingben YinYingfeng 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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