An Improvement of the Stochastic Algorithm for Solving the Sum-of-Ratios Problem

• Item type: SIG Technical Reports(1)
• 公開日: 2011-09-08
• タイトル: An Improvement of the Stochastic Algorithm for Solving the Sum-of-Ratios Problem
• タイトル / 言語: en
• タイトル: An Improvement of the Stochastic Algorithm for Solving the Sum-of-Ratios Problem
• 言語: eng
• 資源タイプ / 資源タイプ識別子: http://purl.org/coar/resource_type/c_18gh
• 資源タイプ: technical report
• 著者所属: College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者所属: College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者所属: College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者所属: College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者所属(英): en
• 著者所属(英): College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者所属(英): en
• 著者所属(英): College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者所属(英): en
• 著者所属(英): College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者所属(英): en
• 著者所属(英): College of Information and Electronic Engineering, Muroran Institute of Technology, Mruoran, Japan
• 著者名: Yangyang, Hu; Shinya, Watanabe; Yongkang, Ji; Jianming, Shi
• 著者名(英): Yangyang, Hu; Shinya, Watanabe; Yongkang, Ji; Jianming, Shi
• 論文抄録 / 内容記述タイプ: Other
• 論文抄録 / 内容記述: 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.
• 論文抄録(英) / 内容記述タイプ: Other
• 論文抄録(英) / 内容記述: 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.
• 書誌レコードID / 収録物識別子タイプ: NCID
• 書誌レコードID / 収録物識別子: AN10505667
• 書誌情報: 研究報告数理モデル化と問題解決（MPS）; 巻 2011-MPS-85, 号 5, p. 1-6, 発行日 2011-09-08
• Notice: SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc.
• 出版者 / 言語: ja
• 出版者: 情報処理学会