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Partial linearization for generalized fractional programming

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Abstract

An algorithm based on partial linearization is proposed to deal with generalized fractional programs. This algorithm is shown to be equivalent to the so called generalized Dinkelbach's algorithm applying to this problem. Hence we have another setting for this last algorithm.

Zusammenfassung

Es wird ein Algorithumus zur Lösung von verallgemeinerten Quotientenprogrammen vorgeschlagen, der auf partieller Linearisierung des Problems beruht. Der Algorithmus erweist sich als äquivalent zum sogenannten verallgemeinerten Dinkelbach Algorithmus.

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This research was supported by NSERC (grant A8312) and FCAR (grant 0899).

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Benadada, Y., Ferland, J.A. Partial linearization for generalized fractional programming. Zeitschrift für Operations Research 32, 101–106 (1988). https://doi.org/10.1007/BF01919185

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  • DOI: https://doi.org/10.1007/BF01919185

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