A Fast Algorithm for a Class of Generalized Fractional Programs

In many decision problems, criteria occur that can be expressed as ratios. The corresponding optimization problems are nonconvex programs of fractional type. In this paper, an algorithm for the numerical solution of these problems is introduced that converges always at superlinear speed. Numerical examples are presented.

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Year of publication:	1996
Authors:	Gugat, Martin
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 42.1996, 10, p. 1493-1499
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	generalized fractional programs \| algorithm \| superlinear convergence \| convex auxiliary problem \| dual solutions \| decision analysis \| multiple criteria

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.42.10.1493 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009214573