I have a objective function say f(a,b) where, a and b are both variables. I solve a and b in two different sub-problem and got the optimal value. Now, as the optimal a and b are calculated, do I need to further optimize the f(a,b)? or directly putting the value of a and b will give me the optimized value of my function?
My optimization function look like :
maximize (over a, b) f(a,b)
s.t some constraints.
My function is a ratio say f(a,b)=g(a,b)/h(a,b), I apply Dinklebach algorithm, but my variables are optimized in two different sub problem.