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Volumn 185, Issue 1, 2007, Pages 382-387

A deterministic global optimization algorithm

Author keywords

Branch and bound algorithm; General linear sum of ratios; Linearization relaxation

Indexed keywords

COMPUTATIONAL COMPLEXITY; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; GLOBAL OPTIMIZATION; LINEAR PROGRAMMING; PROBLEM SOLVING;

EID: 33846895658     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2006.06.101     Document Type: Article
Times cited : (66)

References (6)
  • 1
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    • Konno H., and Watanabe H. Bond portfolio optimization problems and their application to index tracking: a partial optimization approach. Journal of the Operations Research Society of Japan 39 (1996) 295-306
    • (1996) Journal of the Operations Research Society of Japan , vol.39 , pp. 295-306
    • Konno, H.1    Watanabe, H.2
  • 4
    • 0002398911 scopus 로고
    • Parametric simples algorithms for solving a special class of nonconvex minimization problems
    • Konno H., Yajima Y., and Maktkui T. Parametric simples algorithms for solving a special class of nonconvex minimization problems. Journal of Global Optimization 1 (1991) 65-81
    • (1991) Journal of Global Optimization , vol.1 , pp. 65-81
    • Konno, H.1    Yajima, Y.2    Maktkui, T.3
  • 5
    • 0006761358 scopus 로고    scopus 로고
    • Minimization of the sum of three linear fractional functions
    • Konno H., and Abe N. Minimization of the sum of three linear fractional functions. Journal of Global Optimization 15 (2002) 419-432
    • (2002) Journal of Global Optimization , vol.15 , pp. 419-432
    • Konno, H.1    Abe, N.2
  • 6
    • 31244435953 scopus 로고    scopus 로고
    • A branch and bound algorithm for maximizing the sum of several linear ratios
    • Kuno T. A branch and bound algorithm for maximizing the sum of several linear ratios. Journal of Global optimization 22 (2002) 155-174
    • (2002) Journal of Global optimization , vol.22 , pp. 155-174
    • Kuno, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.