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An Efficient Global Optimization Algorithm for Nonlinear Sum-of-Ratios Problems

Yun-Chol Jong(yuncholjong***at***yahoo.com)

Abstract: This paper presents a practical method for finding the globally optimal solution to nonlinear sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to the non-convex nature of this problem, our approach provides a theoretical guarantee of global optimality. Our algorithm is based on solving a sequence of convex programming problems and has global linear and local superlinear/quadratic rate of convergence. The practical efficiency of the algorithm is demonstrated by numerical experiments for the problems presented in previous papers on sum-of-ratios problem.

Keywords: Fractional programming, non-convex optimization, global optimization algorithm,sum-of ratios problem, guaranteed global optimality.

Category 1: Global Optimization

Citation: 1162,Center of Natural Science, University of Sciences, Pyongyang, DPR Korea, May, 2012

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Entry Submitted: 08/07/2012
Entry Accepted: 08/29/2012
Entry Last Modified: 08/07/2012

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