Minimization of isotonic functions composed of Fractions
The authors consider a special class of optimization problems of the type \[ \mathrm{minimize } \mathbb I \left(\frac{f_1(x)}{g_1(x)},\frac{f_2(x)}{g_2(x)},\dots,\frac{f_n(x)}{g_n(x)}\right) \mathrm{ subject to } x \in X, \tag{P} \] where \(\mathbb I : \mathbb R ^n \to \mathbb R\) is a continuous function, which is isotonic with respect to the componentwise ordering, i.e., \(\mathbb I (v) \geq \mathbb I (v')\) for all \(v, v' \in \mathbb R^n\) such that \(v - v' \in \mathbb R^n_+\), while for \(i \in \{1,\dots,n\}\) the functions \(f_i : X \to \mathbb R\) and \(g_i : X \to \mathbb R\) are continuous on a nonempty compact set \(X \subset \mathbb R^m\) such that \(g_i(x) > 0\) for all \(x \in X\). Several well-known problems, such as the sum-of-ratios minimization or min-max fractional programming, can be recovered as particular instances of (P) for certain isotonic functions \(\mathbb I\). The principal aim of this paper is to develop a generic Dinkelbach-like algorithm for the numerical solution of problem (P).
- A branch and bound algorithm for solving low rank linear multiplicative and fractional programming problems
- A branch-and-bound algorithm for maximizing the sum of several linear ratios
- A Class of Fractional Programming Problems
- A new algorithm for generalized fractional programs
- A note on an algorithm for generalized fractional programs
- A solvability theorem and minimax fractional programming
- An algorithm for generalized fractional programs
- Generalized fractional programming and cutting plane algorithms
- Global optimization algorithm for the nonlinear sum of ratios problem
- Global optimization of nonlinear sums of ratios
- scientific article; zbMATH DE number 877109 (Why is no real title available?)
- On Nonlinear Fractional Programming
- Parametric approaches to fractional programs
- Penalty and Barrier Methods: A Unified Framework
- Solving the sum-of-ratios problem by an interior-point method
- Using concave envelopes to globally solve the nonlinear sum of ratios problem
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