An Improvement of the Stochastic Algorithm for Solving the Sum-of-Ratios Problem
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概要
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There are many applications of Sum-of-Ratios (SOR) problem in the fields of engineering and economy. Theoretically, the SOR problem is NP-hard. Most existing deterministic algorithms are of branch-and-bound. When the number of terms of ratios is greater than 30, the SOR problem can not be solved by these algorithms within a reasonable time. On the other hand, recently, the stochastic algorithm has been well developed to find an ε-optimal solution to the SOR problem. We first improve such an algorithm by using line search method, give some theoretical results for the convergence of the proposed algorithm, and we apply the modified algorithm to solving the SOR problem. The results of computational experiments we conducted show that the modified algorithm is quite efficient than its ancestor.
- 2011-09-08
著者
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Jianming Shi
College Of Information And Electronic Engineering Muroran Institute Of Technology Mruoran Japan
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Yangyang Hu
College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
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Shinya Watanabe
College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
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Yongkang Ji
College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
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Yongkang Ji
College Of Information And Electronic Engineering Muroran Institute Of Technology Mruoran Japan
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Yangyang Hu
College Of Information And Electronic Engineering Muroran Institute Of Technology Mruoran Japan
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Shinya Watanabe
College Of Information And Electronic Engineering Muroran Institute Of Technology Mruoran Japan