分界
算法
数学优化
放松(心理学)
计算机科学
线性化
计算复杂性理论
线性规划
数学
非线性系统
心理学
社会心理学
物理
量子力学
作者
Hongwei Jiao,Junqiao Ma,Peiping Shen,Yongjian Qiu
出处
期刊:Journal of Industrial and Management Optimization
[American Institute of Mathematical Sciences]
日期:2022-08-02
卷期号:19 (6): 4410-4427
被引量:12
摘要
This paper presents an effective algorithm for globally solving the sum of linear ratios problem (SLRP), which has broad applications in government planning, finance and investment, cluster analysis, game theory and so on. In this paper, by using a new linearization technique, the linear relaxation problem of the equivalent problem is constructed. Next, based on the linear relaxation problem and the branch-and-bound framework, an effective branch-and-bound algorithm for globally solving the problem (SLRP) is proposed. By analyzing the computational complexity of the proposed algorithm, the maximum number of iterations of the algorithm is derived. Numerical experiments are reported to verify the effectiveness and feasibility of the proposed algorithm. Finally, two practical application problems from power transportation and production planning are solved to verify the feasibility of the algorithm.
科研通智能强力驱动
Strongly Powered by AbleSci AI