Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems (Q625648)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems |
scientific article |
Statements
Using the Dinkelbach-type algorithm to solve the continuous-time linear fractional programming problems (English)
0 references
25 February 2011
0 references
The authors consider a continuous-time inequality constrained linear fractional programming problem in the space of all measurable, nonnegative and essentially bounded real-valued functions on the time interval \([0,T]\). They propose a discrete approximation method to solve an auxiliary parametric continuous-time linear problem together with its dual. This method is then combined with a Dinkelbach-type algorithm for solving the original problem. Two numerical examples are provided.
0 references
Dinkelbach-type algorithm
0 references
continuous-time linear fractional programming
0 references
weak duality
0 references
discrete approximation method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
