A Conical Partition Algorithm for Maximizing the Sum of Several dc Ratios
نویسندگان
چکیده
In this paper, we consider the following problem: maxx∈D{ ∑m j=1 gj(x)/hj(x)}, where gj(x) ≥ 0 and hj (x) > 0, j = 1, · · · ,m are d.c. (difference of convex) functions over a convex compact set D in Rn. We reformulate it into a problem of maximizing a linear objective function over a feasible region defined by multiple reverse convex functions. Several favorable properties are presented and a branch-and-bound algorithm based on the conical partition and the outer approximation scheme is proposed.
منابع مشابه
Conical Partition Algorithm for Maximizing the Sum of dc Ratios
The following problem is considered in this paper : maxx∈D{∑mj=1 gj(x)/hj(x)}, where gj(x) ≥ 0 and hj(x) > 0, j = 1, · · · , m are d.c. (difference of convex) functions over a convex compact set D in R. Specifically, it is reformulated into the problem of maximizing a linear objective function over a feasible region defined by multiple reverse convex functions. Several favorable properties are ...
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