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文件名称：An Efficient Global Optimization Algorithm.pdf
文件大小：291KB
文件格式：PDF
更新时间：2023-03-06 09:39:36
最优化 累积分数求和
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.