Method of Centers for Generalized Fractional Programming
A. Roubi
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A. Roubi: Faculté des Sciences et Techniques, Département de Mathématiques et Informatique
Journal of Optimization Theory and Applications, 2000, vol. 107, issue 1, No 7, 123-143
Abstract:
Abstract We propose an algorithm to solve generalized fractional programming problems. The proposed algorithm combines the parametric approach and the Huard method of centers. A minimum of the problem is obtained by solving a sequence of unconstrained optimization problems.
Keywords: fractional programs; parametric methods; method of centers; rate of convergence (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004660917684
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