Volume 4, Issue 2, April 2011, Pages 134 - 141
A Deterministic Algorithm for Min-max and Max-min Linear Fractional Programming Problems
Authors
Qigao Feng, Hongwei Jiao, Hanping Mao, Yongqiang Chen
Received 12 August 2009, Accepted 31 January 2011, Available Online 1 April 2011.
- DOI
- 10.2991/ijcis.2011.4.2.2How to use a DOI?
- Abstract
In this paper, a deterministic global optimization algorithm is proposed for solving min-max and max-min linear fractional programming problem (P) which have broad applications in engineering, management science, nonlinear system, economics and so on. By utilizing equivalent problem (Q) of the (P) and two-phase linear relaxation technique, the relaxation linear programming (RLP) about the (P) is established. The proposed algorithm is convergent to the global minimum of (P) through the successive refinement of the feasible region and solutions of a series of RLP. And finally the numerical examples are given to illustrate the feasibility of the presented algorithm.
- Copyright
- © 2011, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - JOUR AU - Qigao Feng AU - Hongwei Jiao AU - Hanping Mao AU - Yongqiang Chen PY - 2011 DA - 2011/04/01 TI - A Deterministic Algorithm for Min-max and Max-min Linear Fractional Programming Problems JO - International Journal of Computational Intelligence Systems SP - 134 EP - 141 VL - 4 IS - 2 SN - 1875-6883 UR - https://doi.org/10.2991/ijcis.2011.4.2.2 DO - 10.2991/ijcis.2011.4.2.2 ID - Feng2011 ER -