Global optimization for sum of linear ratios problem using new pruning technique.
Jiao, Hongwei, Feng, Qigao, Shen, Peiping, Guo, Yunrui (2008)
Mathematical Problems in Engineering
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Jiao, Hongwei, Feng, Qigao, Shen, Peiping, Guo, Yunrui (2008)
Mathematical Problems in Engineering
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This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.