Prox-Regularization Methods for Generalized Fractional Programming

M. Gugat
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M. Gugat: University of Trier

Journal of Optimization Theory and Applications, 1998, vol. 99, issue 3, No 6, 722 pages

Abstract: Abstract If a fractional program does not have a unique solution or the feasible set is unbounded, numerical difficulties can occur. By using a prox-regularization method that generates a sequence of auxiliary problems with unique solutions, these difficulties are avoided. Two regularization methods are introduced here. They are based on Dinkelbach-type algorithms for generalized fractional programming, but use a regularized parametric auxiliary problem. Convergence results and numerical examples are presented.

Keywords: Generalized fractional programs; ill-posed problems; Dinkelbach algorithm; differential correction method; prox-regularization; linear convergence (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (5)

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DOI: 10.1023/A:1021759318653

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