Abstract
This paper develops an algorithm for solving quadratic fractional integer programming problems with bounded variables (QFIPBV). The method provides complete ranking and scanning of the integer feasible solutions of QFIPBV by establishing the existence of a linear or a linear fractional function, which acts as a lower bound on the values of the objective function of QFIPBV over the entire feasible set. The method involves ranking and scanning of the set of optimal integer feasible solutions of the linear or linear fractional program so constructed which requires introduction of various cuts at intermediate steps, for which, a new technique has been developed in the current paper. Numerical examples are included in support of the theory.
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Acknowledgements
The first author is thankful to Council of Scientific and Industrial Research, India (Sanction No. 09/135/(0724)/2015-EMR-I) for providing financial support for carrying out this research.
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Jain, E., Dahiya, K. & Verma, V. Integer quadratic fractional programming problems with bounded variables. Ann Oper Res 269, 269–295 (2018). https://doi.org/10.1007/s10479-017-2484-5
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DOI: https://doi.org/10.1007/s10479-017-2484-5