Generalized fractional programming: Algorithms and numerical experimentation |
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Authors: | Jacques A Ferland Jean-Yves Potvin |
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Institution: | University of Montreal, Department of Informatics and Operational Research, Montreal, Canada |
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Abstract: | Several algorithms to solve the generalized fractional program are summarized and compared numerically in the linear case. These algorithms are iterative procedures requiring the solution of a linear programming problem at each iteration in the linear case. The most efficient algorithm is obtained by marrying the Newton approach within the Dinkelbach approach for fractional programming. |
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Keywords: | Optimization fractional programming linear programming |
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