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.
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