Generalized fractional programming and cutting plane algorithms
نویسندگان
چکیده
منابع مشابه
Cutting Plane Algorithms for Integer Programming, Cutting Plane Algorithms
Cutting plane methods are exact algorithms for integer programming problems. They have proven to be very useful computationally in the last few years, especially when combined with a branch and bound algorithm in a branch and cut framework. These methods work by solving a sequence of linear programming relax-ations of the integer programming problem. The relaxations are gradually improved to gi...
متن کاملAlgorithms for generalized fractional programming
A generalized fractional programming problem is specified as a nonlinear program where a nonlinear function defined as the maximum over several ratios of functions is to be minimized on a feasible domain of ~n. The purpose of this paper is to outline basic approaches and basic types of algorithms available to deal with this problem and to review their convergence analysis. The conclusion includ...
متن کاملPrimal cutting plane algorithms revisited
Dual fractional cutting plane algorithms, in which cutting planes are used to iteratively tighten a linear relaxation of an integer program, are well-known and form the basis of the highly successful branch-and-cut method. It is rather less well-known that various primal cutting plane algorithms were developed in the 1960s, for example by Young. In a primal algorithm, the main role of the cutti...
متن کاملConvergence of interval-type algorithms for generalized fractional programming
The purpose of this paper is to analyze the convergence of interval-type algorithms for solving the generalized fractional program. They are characterized by an interval [LBk, UBk] including A*, and the length of the interval is reduced at each iteration. A closer analysis of the bounds LBk and UBk allows to modify slightly the best known interval-type algorithm NEWMODM accordingly to prove its...
متن کاملA Primal Analogue of Cutting Plane Algorithms
This paper deals with algorithmic issues related to the design of an augmentation algorithm for general integer programs. It is shown that every phase of a primal method has a natural analogue in cutting plane algorithms. In particular, the role that the Chvv atal-Gomory cuts play in cutting plane algorithms is taken on by so-called Gomory-Young augmentation vectors. The latter family of vector...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 1995
ISSN: 0022-3239,1573-2878
DOI: 10.1007/bf02192043