Search Results - subject:"generalized fractional programs"

Frenk, J.B.G.; Schaible, S. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004

). As already observed before, many results (cf.[4],[5],[21]) were derived for generalized fractional programs. In this … use similar parametric techniques as for generalized fractional programs and at the same time unify the existing theory …, Minimax problemen, Free keywords Single-ratio fractional programs, min-max fractional programs, generalized fractional …

Persistent link: https://www.econbiz.de/10005051719

Fractional Programming

Frenk, Frenk, J.B.G.; Schaible, S. - Erasmus Research Institute of Management (ERIM), … - 2004

Single-ratio and multi-ratio fractional programs in applications are often generalized convex programs. We begin with a survey of applications of single-ratio fractional programs, min-max fractional programs and sum-of-ratios fractional programs. Given the limited advances for the latter class...

Persistent link: https://www.econbiz.de/10010731024

Fractional Programming

Frenk, Frenk, J.B.G.; Schaible, S. - Faculteit der Economische Wetenschappen, Erasmus … - 2004

Persistent link: https://www.econbiz.de/10010731635

A Fast Algorithm for a Class of Generalized Fractional Programs

Gugat, Martin - In: Management Science 42 (1996) 10, pp. 1493-1499

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....

Persistent link: https://www.econbiz.de/10009214573