An algorithm for generalized fractional programs (Q799495)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for generalized fractional programs |
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An algorithm for generalized fractional programs (English)
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1985
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An algorithm is suggested that finds the constrained minimum of the maximum of finitely many ratios. The method involves a sequence of linear (convex) subproblems if the ratios are linear (convex-concave). Convergence results as well as rate of convergence results are derived. Special consideration is given to the case of (a) compact feasible regions and (b) linear ratios.
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multi-ratio programming
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constrained minimum
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maximum of finitely many ratios
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Convergence results
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