Minimization of a Convex Linear-Fractional Separable Function Subject to a Convex Inequality Constraint or Linear Inequality Constraint and Bounds on the Variables
نویسندگان
چکیده
We consider the problem of minimizing a convex linear-fractional separable function over a feasible region defined by a convex inequality constraint or linear inequality constraint, and bounds on the variables (box constraints). These problems are interesting from both theoretical and practical points of view because they arise in somemathematical programming problems and in various practical problems. Polynomial algorithms for solving such problems are proposed and their convergence is proved. Some examples and results of numerical experiments are also presented.
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