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Algorithms for generalized fractional programming

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Abstract

A generalized fractional programming problem is specified as a nonlinear program where a nonlinear function defined as the maximum over several ratios of functions is to be minimized on a feasible domain of ℝn. The purpose of this paper is to outline basic approaches and basic types of algorithms available to deal with this problem and to review their convergence analysis. The conclusion includes results and comments on the numerical efficiency of these algorithms.

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Authors and Affiliations

  1. Département de mathématiques appliquées, Université de Clermont II, France

    Jean-Pierre Crouzeix

  2. Département d'informatique et de recherche opérationnelle, Université de Montréal, Canada

    Jacques A. Ferland

Authors
  1. Jean-Pierre Crouzeix
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  2. Jacques A. Ferland
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Crouzeix, JP., Ferland, J.A. Algorithms for generalized fractional programming. Mathematical Programming 52, 191–207 (1991). https://doi.org/10.1007/BF01582887

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  • DOI: https://doi.org/10.1007/BF01582887

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