Convergence of Prox-Regularization Methods for Generalized Fractional Programming

DOI10.1051/ro:2002006zbMath1103.90401OpenAlexW2115193398MaRDI QIDQ3148378

Ahmed Roubi

Publication date: 2002

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=RO_2002__36_1_73_0

zbMATH Keywords

rate of convergenceproximal point algorithmDinkelbach-type algorithmsGeneralized fractional programs

Mathematics Subject Classification ID

Fractional programming (90C32) Methods of quasi-Newton type (90C53)

Related Items (16)

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 ⋮ A proximal point algorithm for generalized fractional programs ⋮ Convergence of a proximal algorithm for solving the dual of a generalized fractional program ⋮ Prox-dual regularization algorithm for generalized fractional programs ⋮ Dual method of centers for solving generalized fractional programs ⋮ 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 ⋮ Proximal-type methods with generalized Bregman functions and applications to generalized fractional programming ⋮ An inexact proximal point method for solving generalized fractional programs ⋮ Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs ⋮ A sixth bibliography of fractional programming

Cites Work

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• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Monotone Operators and the Proximal Point Algorithm
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• On Nonlinear Fractional Programming
• Method of centers for generalized fractional programming

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