Abstract
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.
Citation
XueGang Zhou. JiHui Yang. "Global Optimization for the Sum of Concave-Convex Ratios Problem." J. Appl. Math. 2014 (SI24) 1 - 10, 2014. https://doi.org/10.1155/2014/879739