Prox-dual regularization algorithm for generalized fractional programs

DOI10.3934/jimo.2017028zbMath1373.90160OpenAlexW2607065074MaRDI QIDQ2411175

Mostafa El Haffari, Ahmed Roubi

Publication date: 20 October 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017028

zbMATH Keywords

proximal point algorithmLagrangian dualitydinkelbach-type algorithmsmulti-ratio fractional programs

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Fractional programming (90C32) Numerical methods based on nonlinear programming (49M37) Duality theory (optimization) (49N15) Optimality conditions for minimax problems (49K35)

Related Items (9)

A DC approach for minimax fractional optimization programs with ratios of convex functions ⋮ Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions ⋮ An entropic regularized method of centers for continuous minimax problem with semi infinite constraints ⋮ Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs ⋮ Augmented Lagrangian dual for nonconvex minimax fractional programs and proximal bundle algorithms for its resolution ⋮ Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs ⋮ Prox-regularization of the dual method of centers for generalized fractional programs ⋮ Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions ⋮ Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs

Cites Work

• Unnamed Item
• Augmented Lagrange primal-dual approach for generalized fractional programming problems
• On general minimax theorems
• An algorithm for generalized fractional programs
• An inexact proximal point method for solving generalized fractional programs
• A note on an algorithm for generalized fractional programs
• Convergence of interval-type algorithms for generalized fractional programming
• Algorithms for generalized fractional programming
• A new algorithm for generalized fractional programs
• Using duality to solve generalized fractional programming problems
• Prox-regularization methods for generalized fractional programming
• Duality in generalized linear fractional programming
• Proximal-type methods with generalized Bregman functions and applications to generalized fractional programming
• Weak Sharp Minima in Mathematical Programming
• Convergence of Prox-Regularization Methods for Generalized Fractional Programming
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
• On Nonlinear Fractional Programming
• Convex Analysis
• Method of centers for generalized fractional programming

This page was built for publication: Prox-dual regularization algorithm for generalized fractional programs