Image space analysis of generalized fractional programs (Q1315441)
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English | Image space analysis of generalized fractional programs |
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Image space analysis of generalized fractional programs (English)
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10 March 1994
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A nonconvex fractional program whose objective \(f(x)= \sum f_ i(x)\), where \(f_ i(x)= n_ i(x)/d_ i(x)\), is the quotient of affine functions, is analyzed in the image space of vectors \((f_ 1(x),f_ 2(x),\dots)\). An iterative procedure is proposed, applying successive cuts to a region of the image space. This approach is extended to products of ratios, or of linear functions.
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sums and products of ratios
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global convergence
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nonconvex fractional program
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image space
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