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1. A New Branch and Bound Method for Solving Sum of Linear Ratios Problem.

Author

Chun-Feng Wang and Xin-Yue Chu

Subjects
*MATHEMATICAL bounds, *ALGORITHMS, *STOCHASTIC convergence, *LINEAR programming, *PROBLEM solving
Abstract

For globally solving sum of linear ratios problem (SLRP), this paper presents a new branch-and-bound method. In this method, a new linear relaxation technique is proposed firstly; then, the initial problem SLRP is solved by a sequence of linear programming problems. Meanwhile, to improve the convergence speed of our algorithm, two accelerating techniques are presented. The proposed algorithm is proved to be convergent, and some experiments are provided to show its feasibility and efficiency. [ABSTRACT FROM AUTHOR]

Published
2017

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