Outer space branching search method for solving generalized affine fractional optimization problem

Author:

Ma Junqiao1,Jiao Hongwei12,Yin Jingben1,Shang Youlin2

Affiliation:

1. School of Mathematical Sciences, Henan Institute of Science and Technology, Xinxiang 453003, China

2. Postdoctoral Research Station of Control Science and Engineering, Henan University of Science and Technology, Luoyang 471023, China

Abstract

<abstract><p>This paper proposes an outer space branching search method, which is used to globally solve the generalized affine fractional optimization problem (GAFOP). First, we will convert the GAFOP into an equivalent problem (EP). Next, we structure the linear relaxation problem (LRP) of the EP by using the linearization technique. By subsequently partitioning the initial outer space rectangle and successively solving a series of LRPs, the proposed algorithm globally converges to the optimum solution of the GAFOP. Finally, comparisons of numerical results are reported to show the superiority and the effectiveness of the presented algorithm.</p></abstract>

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Mathematics

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