Global Optimization for the Sum of Concave-Convex Ratios Problem
Author(s) -
Xue-Gang Zhou,
Ji-Hui Yang
Publication year - 2014
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2014/879739
Subject(s) - mathematics , mathematical optimization , convex optimization , regular polygon , conic optimization , subderivative , sequence (biology) , linearization , series (stratigraphy) , convex analysis , set (abstract data type) , optimization problem , proper convex function , computer science , nonlinear system , paleontology , physics , geometry , quantum mechanics , biology , genetics , programming language
This paper presents a branch and bound algorithm for globally solving the sum of concave-convex ratios problem (P) over a compact convex set. Firstly, the problem (P) is converted to an equivalent problem (P1). Then, the initial nonconvex programming problem is reduced to a sequence of convex programming problems by utilizing linearization technique. The proposed algorithm is convergent to a global optimal solution by means of the subsequent solutions of a series of convex programming problems. Some examples are given to illustrate the feasibility of the proposed algorithm
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