A global approach for general 0-1 fractional programming

Han-Lin Li*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

64 Scopus citations

Abstract

Current methods of general 0-1 fractional programming (G-FP) can only find the local optimum. This paper proposes a new method of solving G-FP problems by a mixed 0-1 linear program to obtain a global optimum. Given a mixed 0-1 polynomial term xy where x is a 0-1 variable and 0 < y ≤ 1, we develop a theorem to transfer the xy term into a set of mixed 0-1 linear inequalities. Based on this theorem, a G-FP problem can be solved by a branch-and-bound method to obtain the global solution.

Original languageEnglish
Pages (from-to)590-596
Number of pages7
JournalEuropean Journal of Operational Research
Volume73
Issue number3
DOIs
StatePublished - 24 Mar 1994

Keywords

  • 0-1 fractional programming
  • Branch-and-bound method

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