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Generating Sum-of-Ratios Test Problems in Global Optimization

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Abstract

A method is presented for the construction of test problems involving the minimization over convex sets of sums of ratios of affine functions. Given a nonempty, compact convex set, the method determines a function that is the sum of linear fractional functions and attains a global minimum over the set at a point that can be found by convex programming and univariate search. Generally, the function will have also local minima over the set that are not global minima.

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Authors and Affiliations

  1. Warrington College of BusinessAdministration, University of Florida, Gainesville, Florida

    H. P. Benson (Professor)

Authors
  1. H. P. Benson
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Benson, H.P. Generating Sum-of-Ratios Test Problems in Global Optimization. Journal of Optimization Theory and Applications 119, 615–621 (2003). https://doi.org/10.1023/B:JOTA.0000006959.01650.59

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  • DOI: https://doi.org/10.1023/B:JOTA.0000006959.01650.59

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