An efficient algorithm for solving convex-convex quadratic fractional programs

R. Yamamoto, H. Konno

研究成果: Article査読

22 被引用数 (Scopus)

抄録

This paper is concerned with an efficient algorithm for solving a convex-convex type quadratic fractional program whose objective function is defined as the ratio of two convex quadratic functions and whose constraints are linear. This is a typical nonconcave maximization problem with multiple local maxima. The algorithm to be proposed here is a combination of (i) the classical Dinkelbach approach, (ii) the integer programming approach for solving nonconvex quadratic programming problems and (iii) the standard nonlinear programming algorithm. It will be shown that an exact algorithm which is a combination of (i) and (ii) above can solve problems much larger than those solved by an earlier algorithm based on a branch and bound algorithm. It addition, the combination of (i)-(iii) can solve much larger problems within a practical amount of time.

本文言語English
ページ(範囲)241-255
ページ数15
ジャーナルJournal of Optimization Theory and Applications
133
2
DOI
出版ステータスPublished - 2007 5月
外部発表はい

ASJC Scopus subject areas

  • 経営科学およびオペレーションズ リサーチ
  • 制御と最適化
  • 応用数学

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