An Analysis of Dinkelbach's Algorithm for 0-1 Fractional Programming Problems

The 0-1 fractional programming problem minimizes the fractional objective function (c1x1 + c2x2 + + cnxn)=(d1x1 + d2x2 + + dnxn) = cx=dx under the condition that x = (x1; ; xn) 2 f0; 1g; where is the set of feasible solutions. For a fractional programming problem, Dinkelbach developed an algorithm which obtains an optimal solution of the given problem by solving a sequence of subproblems Q( ), in which the linear objective function cx dx is minimized under the same condition x 2 : In this paper, we show that Dinkelbach's algorithm solves at most O(log(nM)) subproblems in the worst case, where M = maxf max i=1;2; ;n jcij; max i=1;2; ;n jdij; 1g:

[1]  Chengen Yang,et al.  A primal-dual algorithm for the minimum average weighted length circuit problem , 1991, Networks.

[2]  G. Bitran Experiments with linear fractional problems , 1979 .

[3]  M. Grunspan,et al.  Hyperbolic integer programming , 1973 .

[4]  R. Gomory,et al.  A Linear Programming Approach to the Cutting-Stock Problem , 1961 .

[5]  S. Schaible Fractional programming: Applications and algorithms , 1981 .

[6]  Y. Anzai ON INTEGER FRACTIONAL PROGRAMMING , 1974 .

[7]  Bennett Fox,et al.  FINDING MINIMAL COST-TIME RATIO CIRCUITS, , 1968 .

[8]  Nimrod Megiddo Combinatorial Optimization with Rational Objective Functions , 1979, Math. Oper. Res..

[9]  Robert E. Tarjan,et al.  Fibonacci heaps and their uses in improved network optimization algorithms , 1987, JACM.

[10]  Ravindra K. Ahuja,et al.  New scaling algorithms for the assignment and minimum mean cycle problems , 1992, Math. Program..

[11]  Moshe Sniedovich Analysis of a class of fractional programming problems , 1989, Math. Program..

[12]  Abraham Charnes,et al.  Programming with linear fractional functionals , 1962 .

[13]  Toshihide Ibaraki,et al.  Parametric approaches to fractional programs , 1983, Math. Program..

[14]  Ramaswamy Chandrasekaran,et al.  Minimal ratio spanning trees , 1977, Networks.

[15]  P. Robillard (0, 1) hyperbolic programming problems , 1971 .

[16]  R. Jagannathan On Some Properties of Programming Problems in Parametric form Pertaining to Fractional Programming , 1966 .

[17]  Masao Fukushima,et al.  Approximation algorithms for combinatorial fractional programming problems , 1987, Math. Program..

[18]  Dimitri P. Bertsekas,et al.  Dual coordinate step methods for linear network flow problems , 1988, Math. Program..

[19]  Toshihide Ibaraki,et al.  Fractional knapsack problems , 1977, Math. Program..

[20]  Werner Dinkelbach On Nonlinear Fractional Programming , 1967 .

[21]  S. Schaible Fractional Programming. II, On Dinkelbach's Algorithm , 1976 .