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Practical Global Optimization Algorithm for the Sum-of-Ratios Problem
| Content Provider | Semantic Scholar |
|---|---|
| Author | Jong, Yunchol |
| Copyright Year | 2012 |
| Abstract | This paper presents a practical method for finding the globally optimal solution to the sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to the non-convex nature of this problem, our approach provides a theoretical guarantee of global optimality. Our algorithm is based on solving a sequence of convex programming problems and has global linear and local superlinear/quadratic rate of convergence. The practical efficiency of the algorithm is demonstrated by numerical experiments for synthetic data. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://arxiv.org/pdf/1207.1153v3.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
