Conical partition algorithm for maximizing the sum of dc ratios
文献类型:期刊论文
作者 | Dai, Y; Shi, JM; Wang, SY |
刊名 | JOURNAL OF GLOBAL OPTIMIZATION
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出版日期 | 2005-02-01 |
卷号 | 31期号:2页码:253-270 |
关键词 | cutting plane fractional programming global optimization outer approximation sum of ratios |
ISSN号 | 0925-5001 |
DOI | 10.1007/s10898-004-5699-3 |
英文摘要 | The following problem is considered in this paper: max(x is an element of D) {Sigma(j = 1)(m) g(j)(x)\h(j)(x)}, where g(j)(x)>= 0 and h(j)(x) > 0; j = 1,..., m; are d. c. (difference of convex) functions over a convex compact set D in R-n. Specifically, it is reformulated into the problem of maximizing a linear objective function over a feasible region defined by multiple reverse convex functions. Several favorable properties are developed and a branch-and-bound algorithm based on the conical partition and the outer approximation scheme is presented. Preliminary results of numerical experiments are reported on the efficiency of the proposed algorithm. |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000228173700005 |
出版者 | SPRINGER |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1134] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Dai, Y |
作者单位 | 1.Univ Illinois, Dept Bioengn MC063, Chicago, IL 60607 USA 2.Muroran Inst Technol, Dept Comp Sci & Syst Engn, Muroran, Hokkaido 0508585, Japan 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Dai, Y,Shi, JM,Wang, SY. Conical partition algorithm for maximizing the sum of dc ratios[J]. JOURNAL OF GLOBAL OPTIMIZATION,2005,31(2):253-270. |
APA | Dai, Y,Shi, JM,&Wang, SY.(2005).Conical partition algorithm for maximizing the sum of dc ratios.JOURNAL OF GLOBAL OPTIMIZATION,31(2),253-270. |
MLA | Dai, Y,et al."Conical partition algorithm for maximizing the sum of dc ratios".JOURNAL OF GLOBAL OPTIMIZATION 31.2(2005):253-270. |
入库方式: OAI收割
来源:数学与系统科学研究院
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