Convex-concave fractional programming with each variable occurring in a single constraint |
| |
Authors: | K M Mjelde |
| |
Institution: | (1) Shape Technical Centre, P.O. Box 174, The Hague, The Netherlands |
| |
Abstract: | The problem considered is that of maximizing the ratio of a concave and a convex function under the assumption that each variable occurs in exactly one component constraint. Such problems occur in the allocation of resources to activities. It is demonstrated that the problem is separable and that componentwise optimization can be applied to determine a solution. A method is given that can be used to evaluate the quality of any feasible solution in terms of an associated upper bound of the optimal value of the objective function: optimal and almost optimal solutions can be recognized. A fast incremental method of generating feasible solutions is described. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|