On Minimax General Linear Fractional Programming

In this paper a global optimization algorithm is proposed for solving minimax linear fractional programming problem (P). By utilizing equivalent problem ( Q ) and linearization technique, the relaxation linear programming (RLP) about the (Q) is established. The proposed branch and bound algorithm is...

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Bibliographic Details
Published in2009 International Conference on Information Engineering and Computer Science pp. 1 - 4
Main Authors Qigao Feng, Hanping Mao, Hongwei Jiao, Jingben Yin
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.12.2009
Subjects
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Functional programming
Linear programming
Linearization techniques
Mathematical programming
Mathematics
Minimax techniques
Upper bound
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Summary:In this paper a global optimization algorithm is proposed for solving minimax linear fractional programming problem (P). By utilizing equivalent problem ( Q ) and linearization technique, the relaxation linear programming (RLP) about the (Q) is established. The proposed branch and bound algorithm is convergent to the global minimum of (Q) through the successive refinement linear relaxation of the feasible region of objective function and solutions of a series of (RLP). And finally the numerical experiment is given to illustrate the feasibility of the presented algorithm.
ISBN:9781424449941
1424449944
ISSN:2156-7379
2156-7387
DOI:10.1109/ICIECS.2009.5363280