Algorithms for generalized fractional programming

نویسندگان

  • Jean-Pierre Crouzeix
  • Jacques A. Ferland
چکیده

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.

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عنوان ژورنال:
  • Math. Program.

دوره 52  شماره 

صفحات  -

تاریخ انتشار 1991