Abstract
In this work, we develop a new algorithm for solving a discrete quadratic fractional maximum problem in which the objective is to optimize a ratio of two quadratic functions over a set of integer points contained in a convex polytope. This algorithm is based on a branch and bound method on computation of penalties and a related integer linear fractional programs.For this problem, optimality conditions are derived. A numerical example is presented for illustrating the proposed method.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Abbas, M., Moulaï, M.: Penalties Method for Integer Linear Fractional Programs. Jorbel 37, 41–51 (1997)
Abbas, M., Moulaï, M.: An algorithm for mixed integer linear fractional programming problem. Jorbel 39, 21–30 (1999)
Abbas, M., Moulaï, M.: Integer Linear Fractional Programming with Multiple Objective. Ricerca Operativa, 103–104, 51–70 (2002)
Cambini, A., Martein, L.: Equivalence in Linear Fractional Programming. Optimization 23, 41–51 (1992)
Craven, B.D.: Fractional programming. Sigma Series in Applied Mathematics, vol. 4. Heldermann Verlag (1988)
Sniedovich., M.: Fractional programming revisited. EJOR 33, 334–341 (1998)
Stancu-Minasian, I.M.: A sixth bibliography of fractional programming. Optimization 55, 405–428 (2006)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2008 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Maachou, N., Moulaï, M. (2008). An Exact Method for a Discrete Quadratic Fractional Maximum Problem. In: Le Thi, H.A., Bouvry, P., Pham Dinh, T. (eds) Modelling, Computation and Optimization in Information Systems and Management Sciences. MCO 2008. Communications in Computer and Information Science, vol 14. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-87477-5_22
Download citation
DOI: https://doi.org/10.1007/978-3-540-87477-5_22
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-87476-8
Online ISBN: 978-3-540-87477-5
eBook Packages: Computer ScienceComputer Science (R0)