An algorithm for generalized fractional programs (Q799495)
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scientific article; zbMATH DE number 3874991
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| English | An algorithm for generalized fractional programs |
scientific article; zbMATH DE number 3874991 |
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An algorithm for generalized fractional programs (English)
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1985
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An algorithm is suggested that finds the constrained minimum of the maximum of finitely many ratios. The method involves a sequence of linear (convex) subproblems if the ratios are linear (convex-concave). Convergence results as well as rate of convergence results are derived. Special consideration is given to the case of (a) compact feasible regions and (b) linear ratios.
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multi-ratio programming
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constrained minimum
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maximum of finitely many ratios
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Convergence results
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0.98575884
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0.98554975
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0.9773241
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0.9719081
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0.9674658
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0.9638877
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0.95184416
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0.95045376
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