Algorithms for generalized fractional programming |
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Authors: | Jean-Pierre Crouzeix Jacques A. Ferland |
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Affiliation: | (1) Département de mathématiques appliquées, Université de Clermont II, France;(2) Département d'informatique et de recherche opérationnelle, Université de Montréal, Canada |
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Abstract: | A generalized fractional programming problem is specified as a nonlinear program where a nonlinear function defined as the maximum over several ratios of functions is to be minimized on a feasible domain of n. The purpose of this paper is to outline basic approaches and basic types of algorithms available to deal with this problem and to review their convergence analysis. The conclusion includes results and comments on the numerical efficiency of these algorithms.This research was supported by NSERC (grant A8312) and Cooperation franco-québécoise (projet 20-02-13). Paper presented at Workshop on Mathematical Programming Catholic University of Rio de Janeiro, Brazil, October 10–14, 1988. |
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