Analysis of a class of fractional programming problems (Q1123137)

It is shown that subject to certain convexity conditions the optimal solution to the problem max g(x)/\(\phi\) (u(x)), \(x\in X\) can be obtained from the solution of the problem max g(x)\(+\lambda u(x)\), \(x\in X\), where \(\lambda\) is an exogenous parameter. A numerical example for the proposed procedure is given.