No label defined (Q4955989)

The paper deals with the problem of finding a maximum of \(f\) being a minimum of \(m\) fractional linear functions \(p_{i}(x),q_{i}(x)\) on a polytope \(G\): \[ f(x)=\min \Big \{\frac {p_{i}(x)}{q_{i}(x)},i=1,2,\dots,m\Big \}\rightarrow \max ;\;\text{subject to} x\in G. \] The proposed interactive method is based on solving the dual problem: \[ \varphi (y)=\max \Big \{\frac {(y,p(x)]}{(y,q(x))},x\in G\Big \}\rightarrow \min ;\^^M\text{subject to}y\in S, \] where \(p(x)=\left ( p_{1}(x),\dots,p_{m}(x)\right),\;q(x)=\left ( q_{1}(x),\dots,q_{m}(x)\right)\), and \(S\) is a simplex in \(E_{m}.\) Each step of the proposed algorithm includes an LP problem along with solving a quadratic programming problem with the same number of variables \(m\). The speed of convergence is proved to be \(O(k^{-1/2}),\) where \(k\) is the number of iteration steps.