Augmented Lagrange primal-dual approach for generalized fractional programming problems

DOI10.3934/JIMO.2013.9.723MaRDI QIDQ380509zbMATH OpenOpenAlexFDO

Authors Jen-Yen Lin, Hui-Ju Chen, Ruey-Lin Sheu

Publication date 14 November 2013

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2013.9.723

zbMATH Keywords

augmented Lagrange methodDinkelbach-type algorithmexponential penalty methodgeneralized fractional program

Mathematics Subject Classification ID

Fractional programming (90C32) Numerical methods based on nonlinear programming (49M37) Optimality conditions for minimax problems (49K35) Existence of solutions for minimax problems (49J35) Duality theory (optimization) (49N15)

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Cited in

(8)

• An efficient image space branch-reduction-bound algorithm to globally solve generalized fractional programming problems for large-scale real applications
• Dual method of centers for solving generalized fractional programs
• Prox-dual regularization algorithm for generalized fractional programs
• Some characterizations of robust optimal solutions for uncertain fractional optimization and applications
• Successive upper approximation methods for generalized fractional programs
• A proximal point algorithm for generalized fractional programs
• Convergence of a proximal algorithm for solving the dual of a generalized fractional program
• Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved

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