A Duality Theory for a Class of Generalized Fractional Programs |
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| Authors: | C. H. Scott T. R. Jefferson J. B. G. Frenk |
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| Affiliation: | (1) Graduate School of Management, University of California, Irvine, California, U.S.A.;(2) Mathematics Department, University of Washington, Seattle, Washington, U.S.A;(3) Econometric Institute, Erasmus University, Rotterdam, The Netherlands |
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| Abstract: | In generalized fractional programming, one seeks to minimize the maximum of a finite number of ratios. Such programs are, in general, nonconvex and consequently are difficult to solve. Here, we consider a particular case in which the ratio is the quotient of a quadratic form and a positive concave function. The dual of such a problem is constructed and a numerical example is given. |
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| Keywords: | Fractional program Multi-ratios Conjugate duality Convexity |
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