A Fast Algorithm for a Class of Generalized Fractional Programs

Martin Gugat
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Martin Gugat: University of Trier, Department of Mathematics, 54286 Trier, Germany

Management Science, 1996, vol. 42, issue 10, 1493-1499

Abstract: 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.

Keywords: generalized fractional programs; algorithm; superlinear convergence; convex auxiliary problem; dual solutions; decision analysis; multiple criteria (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:42:y:1996:i:10:p:1493-1499

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