Skip to main content
Log in

A Branch–Bound Cut Technique for Non-linear Fractional Multi-objective Optimization Problems

  • Original Paper
  • Published:
International Journal of Applied and Computational Mathematics Aims and scope Submit manuscript

Abstract

This article establishes a branch–bound technique to solve nonlinear convex–convex fractional multi-objective optimization problem in the non-convex feasible region. As far as the authors are concerned, this kind of problem is not solved by any other author in the literature. By transformation, multi-objective non-linear fractional problem is transformed into a multi-objective non-linear optimization problem. After giving preferences of weight to each objective, the original NLFMOOP is transformed into a nonlinear single-objective programming problem. Lagrange’s theorem of weak duality is used to find lower and upper bound for single objective nonlinear optimization problems in the feasible region. Some theoretical results for solving the multi-objective non-linear fractional problem have also been established. For showing the application of the proposed method, it has been applied to two numerical problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

References

  1. Mishra, B., Nishad, A.K., Singh, S.R.: Fuzzy multi-fractional programming for land use planning in agricultural production system. Fuzzy Inf. Eng. 6, 245–262 (2014)

    Article  MathSciNet  Google Scholar 

  2. Leber, M., Kaderali, L., Schonhuth, A., Schrader, R.: A fractional programming approach to efficient DNA melting temperature calculation. Bioinformatics 21(10), 2375–2382 (2005)

    Article  Google Scholar 

  3. Naeem, M., Illanko, K., Karmokar, A., Anpalagan, A., Jaseemuddin, M.: Optimal power allocation for green cognitive radio: fractional programming approach. IET Commun. 7, 1279–1286 (2013). ISSN 1751-8628

    Article  Google Scholar 

  4. Goedhart, M.H., Spronk, J.: Financial planning with fractional goals. Eur. J. Oper. Res. 82(1), 111–124 (1995)

    Article  Google Scholar 

  5. Fasakhodi, A.A., Nouri, S.H., Amini, M.: Water resources sustainability and optimal cropping pattern in farming systems; a multi-objective fractional goal programming approach. Water Resour. Manag. 24, 4639–4657 (2010)

    Article  Google Scholar 

  6. Antczak, T.: A modified objective function method for solving nonlinear multiobjective fractional programming problems. J. Math. Anal. Appl. 332, 971–989 (2006)

    Article  MathSciNet  Google Scholar 

  7. Rodenas, R.G., Lopez, M.L., Verastegui, D.: Extension of Dinkelbach’s algorithm for solving non-linear fractional programming problems. Soc. Estad. Investig. Oper. 7(1), 33–70 (1999)

    MathSciNet  MATH  Google Scholar 

  8. Ammar, E.E.: On the optimality of nonlinear fractional disjunctive programming problems. Comput. Math. Appl. 53, 1527–1537 (2007)

    Article  MathSciNet  Google Scholar 

  9. Tantawy, S.: An iterative method for solving linear fraction programming (LFP) problem with sensitivity analysis. Math. Comput. Appl. 13(3), 147–151 (2008)

    MathSciNet  MATH  Google Scholar 

  10. Tsai, J.F.: Global optimization of nonlinear fractional programming problems in engineering design. Eng. Optim. 37(4), 399–409 (2005)

    Article  MathSciNet  Google Scholar 

  11. Bhurjee, A.K., Panda, G.: Nonlinear fractional programming problem with inexact parameter. J. Appl. Math. Inform. 31, 853–867 (2013)

    Article  MathSciNet  Google Scholar 

  12. Phong, T.Q., Hoai An, L.T., Tao, P.D.: Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems. Oper. Res. Lett. 17, 215–220 (1995)

    Article  MathSciNet  Google Scholar 

  13. Yamamoto, R., Konno, H.: An efficient algorithm for solving convex–convex quadratic fractional programs. J. Optim. Theory Appl. 133, 241–255 (2007)

    Article  MathSciNet  Google Scholar 

  14. Dai, Y., Shi, J., Wang, S.: Conical partition algorithm for maximizing the sum of dc ratios. J. Global Optim. 31, 253–270 (2005)

    Article  MathSciNet  Google Scholar 

  15. Benson, H.P.: Using concave envelopes to globally solve the nonlinear sum of ratios problem. J. Global Optim. 22, 343–364 (2002)

    Article  MathSciNet  Google Scholar 

  16. Benson, H.P.: Global optimization algorithm for the nonlinear sum of ratios problem. J. Optim. Theory Appl. 112(1), 1–29 (2002)

    Article  MathSciNet  Google Scholar 

  17. Freund, R.W., Jarre, F.: Solving the sum of ratios problem by an interior point method. J. Global Optim. 19, 83–102 (2001)

    Article  MathSciNet  Google Scholar 

  18. Ruan, N., Gao, D.Y.: Global solutions to fractional programming problem with ratio of nonconvex functions. Appl. Math. Comput. 255, 60–72 (2015)

    MathSciNet  Google Scholar 

  19. Costa, J.P.: An interactive method for multi objective linear fractional programming problem. OR Spectrum 27, 633–652 (2005)

    Article  Google Scholar 

  20. Costa, J.P., Alves, M.J.: A reference point technique to compute non-dominated solutions in MOLFP. J. Math. Sci. 161(6), 820–831 (2009)

    Article  MathSciNet  Google Scholar 

  21. Valipour, E.: An interactive approach to solve multi objective linear fractional programming problems. Appl. Math. Model. 38, 38–49 (2014)

    Article  MathSciNet  Google Scholar 

  22. Linderoth, J.: A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs. Math. Program. Ser. 103, 251–282 (2005)

    Article  MathSciNet  Google Scholar 

  23. Sharma, V.: Multi-objective integer nonlinear fractional programming problem: a cutting plane approach. Opsearch 49(2), 133–153 (2012)

    Article  MathSciNet  Google Scholar 

  24. Benson, H.P.: Branch-and-bound outer approximation algorithm for sum-of-ratios fractional programs. J. Optim. Theory Appl. 146, 1–18 (2010)

    Article  MathSciNet  Google Scholar 

  25. Shen, P.P., Duan, Y.P., Pei, Y.G.: A simplicial branch and duality bound algorithm for the sum of convex–convex ratios problem. J. Comput. Appl. Math. 223, 145–158 (2009)

    Article  MathSciNet  Google Scholar 

  26. Zhou, X., Cao, B.: A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming. J. Appl. Math. 2013, Article ID 984168 (2013)

  27. Guzel, N., Sivri, M.: Taylor series solution of multi-objective linear fractional programming problem. Trakya Univ. J. Sci. 6(2), 80–87 (2005)

    Google Scholar 

  28. Guzel, N.: A proposal to the solution of multi-objective linear fractional programming problem. In: Abstract and Applied Analysis 2013, Article ID 435030. Hindawi Publishing Corporation, London (2013)

  29. Bhati, D., Singh, P.: Branch and bound computational method for multi-objective linear fractional problem. Neural Comput. Appl. 28, 3341–3351 (2016). https://doi.org/10.1007/s00521-016-2243-6

    Article  Google Scholar 

  30. Agarwal, D., Singh, P., Bhati, D., Kumari, S., Obaidat, M.S.: Duality-based branch-bound computational algorithm for sum-of-linear-fractional multi-objective optimization problem. Soft Comput. 23(1), 197–210 (2019)

    Article  Google Scholar 

  31. Agarwal, D., Singh, P., Li, X., Kumari, S.: Optimality criteria for fuzzy-valued fractional multi-objective optimization problem. Soft Comput. 23(19), 9049–9067 (2019)

    Article  Google Scholar 

  32. Horst, R., Tuy, H.: Global Optimization: Deterministic Approaches. Springer, Berlin (1996)

    Book  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Pitam Singh.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Singh, P., Agarwal, D., Bhati, D. et al. A Branch–Bound Cut Technique for Non-linear Fractional Multi-objective Optimization Problems. Int. J. Appl. Comput. Math 6, 29 (2020). https://doi.org/10.1007/s40819-020-0771-3

Download citation

  • Published:

  • DOI: https://doi.org/10.1007/s40819-020-0771-3

Keywords

Mathematics Subject Classification

Navigation