Generic Algorithm for Generalized Fractional Programming |
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Authors: | H. J. Chen S. Schaible R. L. Sheu |
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Affiliation: | (1) Department of Mathematics, National Cheng Kung University, Tainan, Taiwan;(2) A.G. Anderson Graduate School of Management, University of California, Riverside, CA, USA;(3) Department of Applied Mathematics, Chung Yuan Christian University, Chung-Li, 32023, Taiwan |
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Abstract: | We propose a unified framework to study various versions of Dinkelbach-type algorithms for solving the generalized fractional programming problem. Classical algorithms used carefully selected iterate points and incorporated subtle convergence proofs. Our generic algorithm, however, is natural and simple. Moreover, the convergence analysis can be carried out through geometric observations and fundamental properties of convex functions. Consequently, the classical results are either refined or strengthened with new insights. |
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Keywords: | Generalized fractional programming Dinkelbach-type algorithm Convergence analysis |
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