http://swrc.ontoware.org/ontology#TechnicalReport
An Improvement of the Stochastic Algorithm for Solving the Sum-of-Ratios Problem
en
College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
Yangyang Hu
Shinya Watanabe
Yongkang Ji
Jianming Shi
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.
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.
AN10505667
研究報告数理モデル化と問題解決（MPS）
2011-MPS-85
5
1-6
2011-09-08