Global Optimization for a Class of Nonlinear Sum of Ratios Problem
We present a branch and bound algorithm for globally solving the sum of ratios problem. In this problem, each term in the objective function is a ratio of two functions which are the sums of the absolute values of affine functions with coefficients. This problem has an important application in finan...
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| Veröffentlicht in: | Mathematical problems in engineering 2014, Vol.2014 (2014), p.1-7 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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