Frenk, J.B.G. - Erasmus Research Institute of Management (ERIM), ERIM … - 2005
, single ratio fractional programming, ratio of a convex quadratic and a
convex function
A note on the paper … convex function on a open
set containing X it is well-known that g is continuous on X and hence by Weierstrass theorem
(cf.[3 …. Since g is a continuous convex function on the
compact convex set X we obtain that
epi(g) := ((x,t) : t ≥ g(x),x ∈ X}
is a …