Convergence of interval-type algorithms for generalized fractional programming (Q1123816)

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.