Fractional programming by lower subdifferentiability techniques (Q911479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional programming by lower subdifferentiability techniques |
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Fractional programming by lower subdifferentiability techniques (English)
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1991
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The notion of lower subdifferentiability is applied to the analysis of convex fractional programming problems. In particular, duality results and optimality conditions are presented, and the applicability of a cutting-plane algorithm using lower subgradients is discussed. These methods are useful also in generalized fractional programming, where, in the linear case, the performance of the cutting-plane algorithm is compared with that of the most efficient version of the Dinkelbach method, which is based on the solution of a parametric linear programming problem.
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lower subdifferentiability
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convex fractional programming
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duality results
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optimality conditions
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cutting-plane algorithm
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lower subgradients
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Dinkelbach method
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parametric linear programming
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