In this paper, a global optimization algorithm is proposed for nonlinear sum of ratios problem （P）. The algorithm works by globally solving problem （P1） that is equivalent to problem （P）, by utilizing linearizat...In this paper, a global optimization algorithm is proposed for nonlinear sum of ratios problem （P）. The algorithm works by globally solving problem （P1） that is equivalent to problem （P）, by utilizing linearization technique a linear relaxation programming of the （P1） is then obtained. The proposed algorithm is convergent to the global minimum of （P1） through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming. Numerical results indicate that the proposed algorithm is feasible and can be used to globally solve nonlinear sum of ratios problems （P）.展开更多
基金Foundation item： Supported by the National Natural Science Foundation of China（10671057） Supported by the Natural Science Foundation of Henan Institute of Science and Technology（06054）
文摘In this paper, a global optimization algorithm is proposed for nonlinear sum of ratios problem （P）. The algorithm works by globally solving problem （P1） that is equivalent to problem （P）, by utilizing linearization technique a linear relaxation programming of the （P1） is then obtained. The proposed algorithm is convergent to the global minimum of （P1） through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming. Numerical results indicate that the proposed algorithm is feasible and can be used to globally solve nonlinear sum of ratios problems （P）.
