Continuous-Time Generalized Fractional Programming Problems, Part II: An Interval-Type Computational Procedure

Ching-Feng Wen ()
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Ching-Feng Wen: Center for General Education Kaohsiung Medical University

Journal of Optimization Theory and Applications, 2013, vol. 156, issue 3, No 15, 819-843

Abstract: Abstract The theory presented in Part I (Wen in J. Optim. Theory Appl. 2012) of this study led to a theoretical parametric procedure for continuous-time generalized fractional programming problems. In this paper (Part II), an interval-type computational procedure by combining the parametric method and discretization approach is proposed. The proposed method is promising particularly when it is acceptable to find an effective, but near-optimal value in an efficient manner. Once the error tolerance is predetermined, we can determine the size of discretization in advance such that the accuracy of the corresponding approximate solution can be controlled within the predefined error tolerance. Hence, the trade-off between the quality of the results and the simplification of the problem can be controlled by the decision maker. Finally, we provide some numerical examples to implement our proposed method.

Keywords: Infinite-dimensional nonlinear programming; Continuous-time linear programming problems; Continuous-time generalized fractional programming problems; Strong duality; Interval-type algorithm (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10957-012-0131-5

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