This paper, which is presented in two parts, is a contribution to the theory of fractional programming, i.e., maximization of quotients subject to constraints. In Part I a duality theory for linear and concave-convex fractional programs is developed and related to recent results by Bector,...

Dinkelbach's algorithm [Dinkelbach, W. 1967. On nonlinear fractional programming. Management Sci. 13 492-498.] solving the parametric equivalent of a fractional program is investigated. It is shown that the algorithm converges superlinearly and often (locally) quadratically. A priori and a...

The problem of distributing gas through a network of pipelines is formulated as a cost minimization subject to nonlinear flow-pressure relations, material balances, and pressure bounds. The solution method is based on piecewise linear approximations of the nonlinear flow-pressure relations. The...

We consider a stochastic version of the Stackelberg-Nash-Cournot model proposed by Murphy et al. (Murphy, F. H., H. D. Sherali, A. L. Soyester. 1983. Stackelberg-Nash-Cournot equilibria characterizations and computations. Oper. Res. 31 253--276.). In the first stage, the leader chooses and...