Complex Fractional Programming and the Charnes-Cooper Transformation

J. C. Chen, H. C. Lai and S. Schaible
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J. C. Chen: National Chia-Yi University
H. C. Lai: Chung-Yuan Christian University
S. Schaible: University of California

Journal of Optimization Theory and Applications, 2005, vol. 126, issue 1, No 13, 203-213

Abstract: Abstract We extend the Charnes-Cooper transformation to complex fractional programs involving continuous complex functions and analytic functions. Such problems are shown to be equivalent to nonfractional complex programming problems. This technique is employed also to reduce complex linear fractional programs to complex linear programs. More generally, it can be shown that complex convex-concave fractional programming problems are equivalent to complex convex nonfractional programs using the generalized Charnes-Cooper transformation.

Keywords: Complex fractional programming; Charnes-Cooper transformation; continuous functions; affine functions; analytic functions (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-005-2669-y

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