Method of centers for generalized fractional programming
The following generalized fractional programming problem is considered: \[ \underset{x\in X}{\text{Inf}}\Bigl\{\max_{i\in I}\bigl[ f_i(x)/ g_i(x)\bigr] \Bigr\} \] where \(I=\{1,\dots,m\}\), \(X=\{x\in R|h_j(x)\leq 0\), \(1\leq j\leq p\}\). It is assumed thta \(X\neq\emptyset,f,g\) are continuous functions on \(X\) and \(g_i(x)>0\) for all \(x\in X\), and \(i\in I\). The author proposes an algorithm to solve this problem. The algorithm is a combination of a parametric approach and the Huard method of centers. The solution is obtained by solving a sequence of unconstrained optimization problems. A dual problem to the generalized fractional programming problem with linear functions \(f_i\) and \(g_i\) is studied and the results of some numerical tests are presented.
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