An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming
An effective branch and bound algorithm is proposed for globally solving minimax linear fractional programming problem (MLFP). In this algorithm, the lower bounds are computed during the branch and bound search by solving a sequence of linear relaxation programming problems (LRP) of the problem (MLF...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/160262 |
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| _version_ | 1849395321447120896 |
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| author | Hong-Wei Jiao Feng-Hui Wang Yong-Qiang Chen |
| author_facet | Hong-Wei Jiao Feng-Hui Wang Yong-Qiang Chen |
| author_sort | Hong-Wei Jiao |
| collection | DOAJ |
| description | An effective branch and bound algorithm is proposed for globally solving minimax linear fractional programming problem (MLFP). In this algorithm, the lower bounds are computed during the branch and bound search by solving a sequence of linear relaxation programming problems (LRP) of the problem (MLFP), which can be derived by using a new linear relaxation bounding technique, and which can be effectively solved by the simplex method. The proposed branch and bound algorithm is convergent to the global optimal solution of the problem (MLFP) through the successive refinement of the feasible region and solutions of a series of the LRP. Numerical results for several test problems are reported to show the feasibility and effectiveness of the proposed algorithm. |
| format | Article |
| id | doaj-art-aaed60ff6d31453ebd5030bf5b0ac20b |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-aaed60ff6d31453ebd5030bf5b0ac20b2025-08-20T03:39:40ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/160262160262An Effective Branch and Bound Algorithm for Minimax Linear Fractional ProgrammingHong-Wei Jiao0Feng-Hui Wang1Yong-Qiang Chen2Department of Mathematics, Henan Institute of Science and Technology, Xinxiang 453003, ChinaDepartment of Mathematics, Luoyang Normal University, Luoyang 471022, ChinaSchool of Mathematics, Henan Normal University, Xinxiang 453007, ChinaAn effective branch and bound algorithm is proposed for globally solving minimax linear fractional programming problem (MLFP). In this algorithm, the lower bounds are computed during the branch and bound search by solving a sequence of linear relaxation programming problems (LRP) of the problem (MLFP), which can be derived by using a new linear relaxation bounding technique, and which can be effectively solved by the simplex method. The proposed branch and bound algorithm is convergent to the global optimal solution of the problem (MLFP) through the successive refinement of the feasible region and solutions of a series of the LRP. Numerical results for several test problems are reported to show the feasibility and effectiveness of the proposed algorithm.http://dx.doi.org/10.1155/2014/160262 |
| spellingShingle | Hong-Wei Jiao Feng-Hui Wang Yong-Qiang Chen An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming Journal of Applied Mathematics |
| title | An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming |
| title_full | An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming |
| title_fullStr | An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming |
| title_full_unstemmed | An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming |
| title_short | An Effective Branch and Bound Algorithm for Minimax Linear Fractional Programming |
| title_sort | effective branch and bound algorithm for minimax linear fractional programming |
| url | http://dx.doi.org/10.1155/2014/160262 |
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