Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions (Q2230768)

Convex analytic tools are used to obtain optimality conditions, in terms of Fenchel subdifferentials, for the problem consisting in minimizing the maximum of a finite number of ratios of dc functions over a closed convex set, subject to a finite number of dc inequality constraints, with all denominators assumed to be positive on the feasible set. To solve this problem, the authors propose a Dinkelbach-type algorithm, prove its convergence under suitable assumptions, and illustrate it by some numerical tests.