A practicable branch and bound algorithm for sum of linear ratios problem

  title={A practicable branch and bound algorithm for sum of linear ratios problem},
  author={Hong-Wei Jiao and San-Yang Liu},
  journal={European Journal of Operational Research},
This article presents a practicable algorithm for globally solving sum of linear ratios problem (SLR). The algorithm works by globally solving a bilinear programming problem (EQ) that is equivalent to the problem (SLR). In the algorithm, by utilizing convex envelope and concave envelope of bilinear function, the initial nonconvex programming problem is reduced to a sequence of linear relaxation programming problems. In order to improve the computational efficiency of the algorithm, a new… CONTINUE READING


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