Jiao, Hong-Wei; Liu, San-Yang - In: European Journal of Operational Research 243 (2015) 3, pp. 723-730
This article presents a practicable algorithm for globally solving sum of linear ratios problem (SLR). The algorithm works by globally solving a bilinear programming problem (EQ) that is equivalent to the problem (SLR). In the algorithm, by utilizing convex envelope and concave envelope of...