文件名称:
An Efficient Global Optimization Algorithm.pdf
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上传时间: 2020-02-14
详细说明：This paper presents a practical method for nding the globally optimal solution
to nonlinear sum-of-ratios problem arising in image processing, engineering and man-
agement. Unlike traditional methods which may get trapped in local minima due
to the non-convex nature of this problem, our approach provides a theoretical guar-
antee 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 eciency of the algorithm is demonstrated by numerical
experiments for synthetic data.
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