Generic algorithm for generalized fractional programming

DOI10.1007/s10957-008-9499-7zbMath1168.90012OpenAlexW2048633306MaRDI QIDQ1029285

J. Blot

Publication date: 10 July 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9499-7

zbMATH Keywords

convergence analysisDinkelbach-type algorithmgeneralized fractional programming

Mathematics Subject Classification ID

Fractional programming (90C32) Approximation methods and heuristics in mathematical programming (90C59)

Related Items

A new linearization technique for minimax linear fractional programming, Interval division and linearization algorithm for minimax linear fractional program, Robust fractional programming, Solving fractional multicriteria optimization problems with sum of squares convex polynomial data, Duality-based branch-bound computational algorithm for sum-of-linear-fractional multi-objective optimization problem, An SDP approach for quadratic fractional problems with a two-sided quadratic constraint, Unnamed Item

Cites Work

• Solving continuous min-max problems by an iterative entropic regularization method.
• On general minimax theorems
• An algorithm for generalized fractional programs
• Modified Dinkelbach-Type algorithm for generalized fractional programs with infinitely many ratios
• Generalized fractional programming: Algorithms and numerical experimentation
• Convergence of interval-type algorithms for generalized fractional programming
• Algorithms for generalized fractional programming
• Approximation procedures based on the method of multipliers
• A new algorithm for generalized fractional programs
• BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
• BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH
• Convex Analysis
• A Class of Fractional Programming Problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item