摘要：In this paper, a global optimization algorithmfor solving generalized linear fractional programming problem(GLFP) is presented. Firstly, a new linear relaxation techniqueis proposed; then, by a sequence of linear programmingproblems, the initial problem GLFP is solved. Furthermore,two pruning techniques are presented to improve the conver-gence speed of the proposed algorithm. The convergence ofthe proposed algorithm is proved, and some experiments areprovided to show its feasibility and efficiency.
关键词：Linear relaxation; Global optimization; Gen- eralized linear fractional programming; Pruning technique; Branch and bound
