Global optimization of generalized linear fractional programming with nonlinear constraints

DOI10.1016/j.amc.2006.05.102zbMath1111.65052OpenAlexW2101734857MaRDI QIDQ865505

Pei-Ping Shen, Yunrui Guo, Hong-Wei Jiao

Publication date: 19 February 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.05.102

zbMATH Keywords

algorithmglobal optimizationnumerical resultsbranch and boundlinear relaxationgeneralized linear fractional programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Linear programming (90C05)

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Cites Work

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• BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH