LAUSR

This paper presents a practicable regional division and cut algorithm for minimizing the sum of linear fractional functions over a polyhedron. In the algorithm, by using an equivalent problem (P) of the original problem, the proposed division operation generalizes the usual standard bisection, and the deleting and reduction operations can cut away a large part of the current investigated region in which the global optimal solution of (P) does not exist. The main computation involves solving a sequence of univariate equations with strict monotonicity. The proposed algorithm is convergent to the global minimum through the successive refinement of the solutions of a series of univariate equations. Numerical results are given to show the feasibility and effectiveness of the proposed algorithm.