Convergence of interval-type algorithms for generalized fractional programming (Q1123816)
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scientific article; zbMATH DE number 4110484
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| English | Convergence of interval-type algorithms for generalized fractional programming |
scientific article; zbMATH DE number 4110484 |
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Convergence of interval-type algorithms for generalized fractional programming (English)
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1989
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The convergence of some interval-type algorithms for solving the generalized fractional program, \(\inf_{x\in X}\max_{i}f_ i(x)/g_ i(x)\), is compared. The solution is enclosed in an interval, which is reduced at each iteration. The best known algorithm NEWMODM is shown to have convergence rate similar to a Dinkelbach-type algorithm. An improved algorithm, BFII, is given, and numerical results are cited.
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interval-type algorithms
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generalized fractional program
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convergence rate
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0.9456922
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0.92271405
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0.92103827
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0.9196209
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0.91329134
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0.9131892
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0.9109585
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