A parametric solution method for a generalized fractional programming problem

YongJin Kim, YunChol Jong and JinWon Yu ()
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YongJin Kim: University of Science
YunChol Jong: Tianjin University of Technology
JinWon Yu: University of Science

Indian Journal of Pure and Applied Mathematics, 2021, vol. 52, issue 4, 971-989

Abstract: Abstract This paper proposes a parametric method for solving a generalized fractional programming problem which is called sum-of-ratios problem. The sum-of-ratios problems occur in many fields including computer vision, finance, engineering and management. Compared with other methods based on branch-and-bound procedure, our algorithm is based on Newton-like method for solving a system of nonlinear equations with parameters and it needs to solve convex programming problem in each iteration. We showed the global linear and local superlinear/quadratic rate of convergence of the algorithm. We demonstrated the practical efficiency of the algorithm by numerical experiments for various kinds of sum-of-ratios problem. In the numerical experiments, our method exhibited better solution quality and better convergence rate than other methods.

Keywords: Fractional programming; Sum-of-ratios problem; Parametric convex programming approach (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s13226-021-00102-y

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